Mahalanobis Distance
distance Given a positive-definite symmetric matrix (a covariance matrix) , the distance between examples x and y in feature space is
 
 
     
 
  MAP Estimator
is the global maximum of the posterior density. MAP stands for maximum a posteriori.
 
 
     
 
  MLE(Maximum Likelihood Estimatez)
is a value which maximum the likelihood function, or, more loosely, is a stationary point of the likelihood function.
 
 
     
 
  Missing Values
are unreported values of features. These could be lost, or they could be deliberate non-measurement and so convey information. (A medical practitioner will not order tests if their value appears low.)
 
 
     
 
  Multilayer Perceptron
is another name for a feed-forward neural network. Despite the name, the 'neurons' are not usually perceptrons.
 
 
     
 
  Multivariate Analysis
is the branch of statistics concerned with multiple observations on each example which are not only of interest to predict or explain just one of the observations.