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PRML

Mathematical notation

M-1

April 25, 2008

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(calculus) (linear algebra)

(probability theory)

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x

T

M

(w1, . . . , wM) M w = (w1, . . . , wM)

T

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[a, b] = {x|a x b}

(a, b] = {x|a < x b}

M M IM i = j Iij = 1 i = j Iij = 0

(functional) f[y] y(x)

g(x) = O(f(x)) x |f(x)/g(x)| g(x) = 3x2 + 2 g(x) = O(x2)

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x f(x, y) Ex[f(x, y)]

z x f(x) Ex[f(x)|z]

x f(x) var[f(x)]

cov[x,y] cov[x,x] cov[x]

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N x1, . . . ,xN x = (x1, . . . , xD)T

X X nth

x

T

n

x 1 N x1, . . . ,xN x x N x D