[CU-a73n08, Docs] Glossary - Add MC-related and ODE definitions (#5038)

* Add MC-related and ODE defintions

* double acronyms and add a couple links

Co-authored-by: Oriol (ZBook) <[email protected]>

Author: CloudChaoszero

docs/source/glossary.md

@@ -70,4 +70,29 @@ GLM
   :::{note} Do not confuse these with general linear models
   :::
 
+[Probability Mass Function](https://en.wikipedia.org/wiki/Probability_mass_function)
+[PMF](https://en.wikipedia.org/wiki/Probability_mass_function)
+  A function that gives the probability that a discrete random variable is exactly equal to some value.
+
+[Maximum a Posteriori](https://en.wikipedia.org/wiki/Maximum_a_posteriori_estimation)
+[MAP](https://en.wikipedia.org/wiki/Maximum_a_posteriori_estimation)
+  An estimate of an unknown density estimation, that equals the mode of the posterior distribution. MAP can therefore be seen as a regularization of maximum likelihood estimation.
+
+[No-U-Turn Sampler](https://arxiv.org/abs/1111.4246)
+[NUTS](https://arxiv.org/abs/1111.4246)
+  An extension of {term}`Hamiltonian Monte Carlo` that algorithmically sets likely candidate points that spans a wide swath of the target distribution, stopping automatically when it starts to double back and retrace its steps.
+
+[Hamiltonian Monte Carlo](https://en.wikipedia.org/wiki/Hamiltonian_Monte_Carlo)
+[HMC](https://en.wikipedia.org/wiki/Hamiltonian_Monte_Carlo)
+  A {term}`Markov Chain Monte Carlo` method for obtaining a sequence of random samples which converge to being distributed according to a target probability distribution.
+
+[Credibility](https://en.wikipedia.org/wiki/Credibility_theory)
+  A form of statistical inference used to forecast an uncertain future event
+
+[Ordinary Differential Equation](https://en.wikipedia.org/wiki/Ordinary_differential_equation)
+[ODE](https://en.wikipedia.org/wiki/Ordinary_differential_equation)
+  A type of differential equation containing one or more functions of one independent variable and the derivatives of those functions
+
+Hierarchical Ordinary Differential Equation
+  Individual, group, or other level types calculations of {term}`Ordinary Differential Equation`'s.
 :::::