Notation
Throughout this book, we adhere to the following notational conventions. Note
that some of these symbols are placeholders, while others refer to specific
objects. As a general rule of thumb, the indefinite article “a” often indicates
that the symbol is a placeholder and that similarly formatted symbols can denote
other objects of the same type. For example, “
Numerical Objects
: a scalar : a vector : a matrix : a general tensor : the identity matrix (of some given dimension), i.e., a square matrix with on all diagonal entries and on all off-diagonals , : the element of vector , , , : the element of matrix at row and column .
Set Theory
: a set : the set of integers : the set of positive integers : the set of real numbers : the set of -dimensional vectors of real numbers : The set of matrices of real numbers with rows and columns-
$$ \mathcal{X} \mathcal{X}$$ : union of sets and : intersection of sets and : set subtraction of from (contains only those elements of that do not belong to )
Functions and Operators
: a function : the natural logarithm (base ) : logarithm to base : the exponential function : the indicator function; evaluates to if the boolean argument is true, and otherwise : the set-membership indicator function; evaluates to if the element belongs to the set and otherwise : transpose of a vector or a matrix : inverse of matrix : Hadamard (elementwise) product : concatenation : norm : norm : inner (dot) product of vectors and : summation over a collection of elements : product over a collection of elements : an equality asserted as a definition of the symbol on the left-hand side
Calculus
: derivative of with respect to : partial derivative of with respect to : gradient of with respect to : definite integral of from to with respect to : indefinite integral of with respect to
Probability and Information Theory
: a random variable : a probability distribution : the random variable follows distribution : the probability assigned to the event where random variable takes value : the conditional probability distribution of given : a probability density function (PDF) associated with distribution : expectation of a random variable : random variables and are independent : random variables and are conditionally independent given : standard deviation of random variable : variance of random variable , equal to : covariance of random variables and : the Pearson correlation coefficient between and , equals : entropy of random variable : the KL-divergence (or relative entropy) from distribution to distribution
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