I have this theory that anxiety and depression are most commonly caused by sensory deprivation, which is obviously counter-intuitive, but it seems to match with both the clinical data and also with anecdotal evidence about how people self-medicate.
More specifically, my proposed mechanism is that during a state of depression, outside stimuli don't get processed properly because they are more than the brain can handle, thus you are essentially suffering from the effects of mild sensory deprivation even though you are surrounded by a normal amount of stimuli. And the way to fix this is by starting with less stimulation and then layering more stimuli on top so that you can 'jumpstart' the brain, so that it goes back to being able to normally process the level of incoming stimuli in the outside environment.
Note that this doesn't contradict any of the established ideas about serotonin deficiency, and I'm not at all recommending forgoing the traditional treatments.
My thinking is that the reason SNRIs and traditional treatments work is because they either involve stimulating the sensory processing part of the brain, or else (with CBT) they help people to avoid triggering excessive rumination.
What's the data? Look at both the recommended treatments and also the ways people self-medicate: there is listening to classical music, wearing more cologne, cuddling with someone else, cutting themselves, TMS/ECT, SSRI/SNRIs, acupuncture, exercise, increasing social contact, etc.
All of these are activities that increase the activity in the sensory perception part of the brain, so my thinking is that you can purposely increase the activity in this part of the brain by applying the right stimuli at the right time, and thus ultimately fix the problem by bringing your sensory perceptions back to the proper salience.
Anyway I was doing a little reading on depression a month ago on behalf of a couple friends, and this is just sort of a pattern I picked up. Not sure what to make of it, but I think it holds and is also very easy to test empirically, although I'm not a scientist so take it cum grano salis. Obviously there are purely biological or nutritional causes as well, but based on the extremely high efficacy of non-drug treatments it seems like there is something similar to what I'm describing going on.
I wonder if a way to test these hypotheses would be to consider situations involving the expectation of a sensory experience and look for a mismatch between that and the actual sensation. You could do this with the rubber hand illusion or immersion in a virtual reality environment. A depressed person would putatively have an abnormal congruence between the magnitude of their internally generated brain states and external sensation.
I think both are happening. Basically internal thought processes increase to an unhealthy degree as a way of compensating for the decrease in sensory perception, which is the same thing as happens in a sensory deprivation tank.
I think the initial cause of the depression can be either not enough sensory stimulation or too much thinking, as happens when there is a traumatic or very stressful event. If the latter is the root cause then you may need CBT or meditation or something like that. But in both cases using my sensory jumpstart method would work to fix a bout of depression, although it will keep recurring until you change your lifestyle (sensory as root cause case) or come to terms with whatever is stressing you, or at least learn to avoid the negative thought triggers.