Quantum finite automatonIn quantum computing, quantum finite automata (QFA) or quantum state machines are a quantum analog of probabilistic automata or a Markov decision process. They provide a mathematical abstraction of real-world quantum computers. Several types of automata may be defined, including measure-once and measure-many automata. Quantum finite automata can also be understood as the quantization of subshifts of finite type, or as a quantization of Markov chains. QFAs are, in turn, special cases of geometric finite automata or topological finite automata.
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.
Empirical probabilityIn probability theory and statistics, the empirical probability, relative frequency, or experimental probability of an event is the ratio of the number of outcomes in which a specified event occurs to the total number of trials, i.e., by means not of a theoretical sample space but of an actual experiment. More generally, empirical probability estimates probabilities from experience and observation. Given an event A in a sample space, the relative frequency of A is the ratio \tfrac m n, m being the number of outcomes in which the event A occurs, and n being the total number of outcomes of the experiment.
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.
Credible intervalIn Bayesian statistics, a credible interval is an interval within which an unobserved parameter value falls with a particular probability. It is an interval in the domain of a posterior probability distribution or a predictive distribution. The generalisation to multivariate problems is the credible region. Credible intervals are analogous to confidence intervals and confidence regions in frequentist statistics, although they differ on a philosophical basis: Bayesian intervals treat their bounds as fixed and the estimated parameter as a random variable, whereas frequentist confidence intervals treat their bounds as random variables and the parameter as a fixed value.
Mealy machineIn the theory of computation, a Mealy machine is a finite-state machine whose output values are determined both by its current state and the current inputs. This is in contrast to a Moore machine, whose output values are determined solely by its current state. A Mealy machine is a deterministic finite-state transducer: for each state and input, at most one transition is possible. The Mealy machine is named after George H. Mealy, who presented the concept in a 1955 paper, "A Method for Synthesizing Sequential Circuits".
Deep learningDeep learning is part of a broader family of machine learning methods, which is based on artificial neural networks with representation learning. The adjective "deep" in deep learning refers to the use of multiple layers in the network. Methods used can be either supervised, semi-supervised or unsupervised.
Posterior predictive distributionIn Bayesian statistics, the posterior predictive distribution is the distribution of possible unobserved values conditional on the observed values. Given a set of N i.i.d. observations , a new value will be drawn from a distribution that depends on a parameter , where is the parameter space. It may seem tempting to plug in a single best estimate for , but this ignores uncertainty about , and because a source of uncertainty is ignored, the predictive distribution will be too narrow.
Sine and cosine transformsIn mathematics, the Fourier sine and cosine transforms are forms of the Fourier transform that do not use complex numbers or require negative frequency. They are the forms originally used by Joseph Fourier and are still preferred in some applications, such as signal processing or statistics. The Fourier sine transform of f(t), sometimes denoted by either or , is If t means time, then ξ is frequency in cycles per unit time, but in the abstract, they can be any pair of variables which are dual to each other.
Cost curveIn economics, a cost curve is a graph of the costs of production as a function of total quantity produced. In a free market economy, productively efficient firms optimize their production process by minimizing cost consistent with each possible level of production, and the result is a cost curve. Profit-maximizing firms use cost curves to decide output quantities. There are various types of cost curves, all related to each other, including total and average cost curves; marginal ("for each additional unit") cost curves, which are equal to the differential of the total cost curves; and variable cost curves.
