Digital signatureA digital signature is a mathematical scheme for verifying the authenticity of digital messages or documents. A valid digital signature on a message gives a recipient confidence that the message came from a sender known to the recipient. Digital signatures are a standard element of most cryptographic protocol suites, and are commonly used for software distribution, financial transactions, contract management software, and in other cases where it is important to detect forgery or tampering.
Electronic signatureAn electronic signature, or e-signature, is data that is logically associated with other data and which is used by the signatory to sign the associated data. This type of signature has the same legal standing as a handwritten signature as long as it adheres to the requirements of the specific regulation under which it was created (e.g., eIDAS in the European Union, NIST-DSS in the USA or ZertES in Switzerland). Electronic signatures are a legal concept distinct from digital signatures, a cryptographic mechanism often used to implement electronic signatures.
Markov modelIn probability theory, a Markov model is a stochastic model used to model pseudo-randomly changing systems. It is assumed that future states depend only on the current state, not on the events that occurred before it (that is, it assumes the Markov property). Generally, this assumption enables reasoning and computation with the model that would otherwise be intractable. For this reason, in the fields of predictive modelling and probabilistic forecasting, it is desirable for a given model to exhibit the Markov property.
Markov chainA Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happens next depends only on the state of affairs now." A countably infinite sequence, in which the chain moves state at discrete time steps, gives a discrete-time Markov chain (DTMC). A continuous-time process is called a continuous-time Markov chain (CTMC).
Hidden Markov modelA hidden Markov model (HMM) is a statistical Markov model in which the system being modeled is assumed to be a Markov process — call it — with unobservable ("hidden") states. As part of the definition, HMM requires that there be an observable process whose outcomes are "influenced" by the outcomes of in a known way.
Markov propertyIn probability theory and statistics, the term Markov property refers to the memoryless property of a stochastic process, which means that its future evolution is independent of its history. It is named after the Russian mathematician Andrey Markov. The term strong Markov property is similar to the Markov property, except that the meaning of "present" is defined in terms of a random variable known as a stopping time. The term Markov assumption is used to describe a model where the Markov property is assumed to hold, such as a hidden Markov model.
Mixture modelIn statistics, a mixture model is a probabilistic model for representing the presence of subpopulations within an overall population, without requiring that an observed data set should identify the sub-population to which an individual observation belongs. Formally a mixture model corresponds to the mixture distribution that represents the probability distribution of observations in the overall population.
Markov information sourceIn mathematics, a Markov information source, or simply, a Markov source, is an information source whose underlying dynamics are given by a stationary finite Markov chain. An information source is a sequence of random variables ranging over a finite alphabet , having a stationary distribution. A Markov information source is then a (stationary) Markov chain , together with a function that maps states in the Markov chain to letters in the alphabet .
Minimum description lengthMinimum Description Length (MDL) is a model selection principle where the shortest description of the data is the best model. MDL methods learn through a data compression perspective and are sometimes described as mathematical applications of Occam's razor. The MDL principle can be extended to other forms of inductive inference and learning, for example to estimation and sequential prediction, without explicitly identifying a single model of the data.
Minimum message lengthMinimum message length (MML) is a Bayesian information-theoretic method for statistical model comparison and selection. It provides a formal information theory restatement of Occam's Razor: even when models are equal in their measure of fit-accuracy to the observed data, the one generating the most concise explanation of data is more likely to be correct (where the explanation consists of the statement of the model, followed by the lossless encoding of the data using the stated model).
