| a,b,c,α,β,γ | Scalars are lowercase |
| x,y,z | Vectors are bold lowercase |
| A,B,C | Matrices are bold uppercase |
| x⊤,A⊤ | Transpose of a vector or matrix |
| A−1 | Inverse of a matrix |
| ⟨x,y⟩ | Inner product of x and y |
| x⊤y | Dot product of x and y |
| B=(b1,b2,b3) | (Ordered) tuple |
| B=[b1,b2,b3] | Matrix of column vectors stacked horizontally |
| B={b1,b2,b3} | Set of vectors (unordered) |
| Z,N | Integers and natural numbers, respectively |
| R,C | Real and complex numbers, respectively |
| Rn | n-dimensional vector space of real numbers |
| ∀x | Universal quantifier: for all x |
| ∃x | Existential quantifier: there exists x |
| a:=b | a is defined as b |
| a=:b | b is defined as a |
| a∝b | a is proportional to b, i.e., a=constant⋅b |
| g∘f | Function composition: g after f |
| ⟺ | If and only if |
| ⟹ | Implies |
| A,C | Sets |
| a∈A | a is an element of set A |
| ∅ | Empty set |
| A∖B | A without B: the set of elements in A but not in B |
| D | Number of dimensions; indexed by d=1,…,D |
| N | Number of data points; indexed by n=1,…,N |
| Im | Identity matrix of size m×m |
| 0m,n | Matrix of zeros of size m×n |
| 1m,n | Matrix of ones of size m×n |
| ei | Standard canonical vector (where i is the component that is 1) |
| dim | Dimensionality of vector space |
| rk(A) | Rank of matrix A |
| Im(Φ) | Image of linear mapping Φ |
| ker(Φ) | Kernel (null space) of a linear mapping Φ |
| span[b1] | Span (generating set) of b1 |
| tr(A) | Trace of A |
| det(A) | Determinant of A |
| ∥⋅∥ | Absolute value or determinant (depending on context) |
| ∥∥⋅∥∥ | Norm; Euclidean, unless specified |
| λ | Eigenvalue or Lagrange multiplier |
| Eλ | Eigenspace corresponding to eigenvalue λ |
| x⊥y | Vectors x and y are orthogonal |
| V | Vector space |
| V⊥ | Orthogonal complement of vector space V |
| ∑n=1Nxn | Sum of the xn: x1+…+xN |
| ∏n=1Nxn | Product of the xn: x1⋅…⋅xN |
| θ | Parameter vector |
| ∂x∂f | Partial derivative of f with respect to x |
| dxdf | Total derivative of f with respect to x |
| ∇ | Gradient |
| f∗=minxf(x) | The smallest function value of f |
| x∗∈argminxf(x) | The value x∗ that minimizes f (note: argmin returns a set of values) |
| L | Lagrangian |
| L | Negative log-likelihood |
| (kn) | Binomial coefficient, n choose k |
| VX[x] | Variance of x with respect to the random variable X |
| EX[x] | Expectation of x with respect to the random variable X |
| CovX,Y[x,y] | Covariance between x and y |
| X⊥⊥Y∣Z | X is conditionally independent of Y given Z |
| X∼p | Random variable X is distributed according to p |
| N(μ,Σ) | Gaussian distribution with mean μ and covariance Σ |
| Ber(μ) | Bernoulli distribution with parameter μ |
| Bin(N,μ) | Binomial distribution with parameters N,μ |
| Beta(α,β) | Beta distribution with parameters α,β |