Foreword 7

Symbol Typical meaning

x⊥y Vectors x and y are orthogonal
V Vector space
V⊥ Orthogonal complement of vector space V
PN
x Sum of the xn : x1 + . . . + xN
QNn=1 n
n=1 xn Product of the xn : x1 · . . . · xN
θ Parameter vector
∂f
∂x
Partial derivative of f with respect to x
df
dx
Total derivative of f with respect to x
∇ Gradient
f∗ = minx f (x) The smallest function value of f
x∗ ∈ arg minx f (x) The value x∗ that minimizes f (note: arg min returns a set of values)
L Lagrangian
L
Negative log-likelihood
n
k
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

Table of Abbreviations and Acronyms

Acronym Meaning
e.g. Exempli gratia (Latin: for example)
GMM Gaussian mixture model
i.e. Id est (Latin: this means)
i.i.d. Independent, identically distributed
MAP Maximum a posteriori
MLE Maximum likelihood estimation/estimator
ONB Orthonormal basis
PCA Principal component analysis
PPCA Probabilistic principal component analysis
REF Row-echelon form
SPD Symmetric, positive definite
SVM Support vector machine

©2021 M. P. Deisenroth, A. A. Faisal, C. S. Ong. Published by Cambridge University Press (2020).