Let's say we have a system coupled with an ancilla $\vert \psi_{SA}\rangle = \vert\psi_S\rangle\otimes\vert\phi_A\rangle$. The unitary evolution of this state is given by $U_{SA}$. If we perform a projective measurement on the ancilla, the $i^{th}$ outcome occurs with probability
$p_i = \langle \psi_{SA} \vert U_{SA}^{\dagger}(\mathbb{1}\otimes\vert m_i\rangle\langle m_i\vert) U_{SA}\vert\psi_{SA}\rangle$.
The state after this outcome is
$M_{i}\vert\psi_S\rangle\otimes\vert\phi_A\rangle$,
where we have $M_{i} = \langle m_i\vert U_{SA}\vert\phi_{A}\rangle$, an operator that only acts on the system $S$. We can verify that $\sum_i M^\dagger_i M_i = \mathbb{1}_S$. The proof uses the fact that $U_{SA}$ is unitary.
How does one reverse this argument (essentially the proof of Neumark's theorem)? I would like to start with $M_i$ that satisfy $\sum_i M^\dagger_i M_i = \mathbb{1}_S$ and prove that there exists an ancilla system and corresponding unitaries $U_{SA}$ and projective measurements that follow the argument above. I'm not sure how to do this and the proof on Wikipedia isn't very illuminating.