While bottom-up visual processing is important, the brain integrates this information with top-down, generative expectations from very early on in the visual processing hierarchy. Indeed, our brain should not be viewed as a classification system, but rather as a generative system, which perceives something by integrating sensory evidence with the available, learned, predictive knowledge about that thing. The involved generative models continuously produce expectations over time, across space, and from abstracted encodings to more concrete encodings. Bayesian information processing is the key to understand how information integration must work computationally – at least in approximation – also in the brain. Bayesian networks in the form of graphical models allow the modularization of information and the factorization of interactions, which can strongly improve the efficiency of generative models. The resulting generative models essentially produce state estimations in the form of probability densities, which are very well-suited to integrate multiple sources of information, including top-down and bottom-up ones. A hierarchical neural visual processing architecture illustrates this point even further. Finally, some well-known visual illusions are shown and the perceptions are explained by means of generative, information integrating, perceptual processes, which in all cases combine top-down prior knowledge and expectations about objects and environments with the available, bottom-up visual information.