Table of Symbols from the book Mathematics for Machine Learning: https://mml-book.github.io/. Latex was provided by the co-author Cheng Soon Ong (Many Thanks) and edited by Harry Wang: https://github.com/mml-book/mml-book.github.io/issues/634

See latex version on overleaf.com: https://www.overleaf.com/read/mnzgdyrsjfsk

$ % vector bf: boldface % matrix % transpose % inverse % set cal: calligraphic letters % dimension, rm: roman typestyle % rank % determinant % identity mapping % kernel/nullspace % image % generating set % tensor % trace % lagrangian % likelihood % variance % expectation % covariance % given % Gaussian distribution

% other distributions $

Symbol                              Typical Meaning
\(a,b,c, \alpha,\beta,\gamma\) Scalars are lowercase
\(\mathbf{x},\mathbf{y},\mathbf{z}\) Vectors are bold lowercase
\(\mathbf{A},\mathbf{B},\mathbf{C}\) Matrices are bold uppercase
\(\mathbf{x} ^\top, \mathbf{A} ^\top\) Transpose of a vector or matrix
\(\mathbf{A}^{-1}\) Inverse of a matrix
\(\langle \mathbf{x}, \mathbf{y}\rangle\) Inner product of \(\mathbf{x}\) and \(\mathbf{y}\)
\(\mathbf{x} ^\top\mathbf{y}\) Dot product of \(\mathbf{x}\) and \(\mathbf{y}\)
\(B = (\mathbf{b}_1, \mathbf{b}_2, \mathbf{b}_3)\) (Ordered) tuple
\(\mathbf{B} = [\mathbf{b}_1, \mathbf{b}_2, \mathbf{b}_3]\) Matrix of column vectors stacked horizontally
\(\mathcal{B} = \{\mathbf{b}_1, \mathbf{b}_2, \mathbf{b}_3\}\) Set of vectors (unordered)
\(\mathbb Z,\mathbb N\) Integers and natural numbers, respectively
\(\mathbb R,\mathbb C\) Real and complex numbers, respectively
\(\mathbb R^n\) \(n\)-dimensional vector space of real numbers
\(\forall x\) Universal quantifier: for all \(x\)
\(\exists x\) Existential quantifier: there exists \(x\)
\(a := b\) \(a\) is defined as \(b\)
\(a =:b\) \(b\) is defined as \(a\)
\(a\propto b\) \(a\) is proportional to \(b\), i.e., \(a =\text\{constant\}\cdot b\)
\(g\circ f\) Function composition: \(g\) after \(f\)
\(\iff\) If and only if
\(\implies\) Implies
\(\mathcal{A}, \mathcal{C}\) Sets
\(a \in \mathcal{A}\) \(a\) is an element of set \(\mathcal{A}\)
\(\emptyset\) Empty set
\(\mathcal{A}\setminus \mathcal{B}\) \(\mathcal{A}\) without \(\mathcal{B}\): the set of elements in \(\mathcal{A}\) but not in \(\mathcal{B}\)
\(D\) Number of dimensions; indexed by \(d=1,\dots,D\)
\(N\) Number of data points; indexed by \(n=1,\dots,N\)
\(\mathbf{I}_m\) Identity matrix of size \(m\times m\)
\(\mathbf{0}_{m,n}\) Matrix of zeros of size \(m\times n\)
\(\mathbf{1}_{m,n}\) Matrix of ones of size \(m\times n\)
\(\mathbf{e}_i\) Standardcanonical vector (where \(i\) is the component that is \(1\))
\(\mathrm{dim}\) Dimensionality of vector space
\(\mathrm{rk}(\mathbf{A})\) Rank of matrix \(\mathbf{A}\)
\(\mathrm{Im}(\Phi)\) Image of linear mapping \(\Phi\)
\(\mathrm{ker}(\Phi)\) Kernel (null space) of a linear mapping \(\Phi\)
\(\mathrm{span}[\mathbf{b}_1]\) Span (generating set) of \(\mathbf{b}_1\)
\(\text{tr}(\mathbf{A})\) Trace of \(\mathbf{A}\)
\(\det(\mathbf{A})\) Determinant of \(\mathbf{A}\)
\(| \cdot |\) Absolute value or determinant (depending on context)
\(\| {\cdot} \|\) Norm; Euclidean, unless specified
\(\lambda\) Eigenvalue or Lagrange multiplier
\(E_\lambda\) Eigenspace corresponding to eigenvalue \(\lambda\)
\(\mathbf{x} \perp \mathbf{y}\) Vectors \(\mathbf{x}\) and \(\mathbf{y}\) are orthogonal
\(V\) Vector space
\(V^\perp\) Orthogonal complement of vector space \(V\)
\(\sum_{n=1}^N x_n\) Sum of the \(x_n\): \(x_1 + \dotsc + x_N\)
\(\prod_{n=1}^N x_n\) Product of the \(x_n\): \(x_1 \cdot\dotsc \cdot x_N\)
\(\mathbf{\theta}\) Parameter vector
\(\frac{\partial f}{\partial x}\) Partial derivative of \(f\) with respect to \(x\)
\(\frac{\mathrm{d}f}{\mathrm{d}x}\) Total derivative of \(f\) with respect to \(x\)
$$ Gradient
\(f_* = \min_x f(x)\) The smallest function value of \(f\)
\(x_* \in \arg\min_x f(x)\) The value \(x_*\) that minimizes \(f\) (note: \(\arg\min\) returns a set of values)
\(\mathfrak{L}\) Lagrangian
\(\mathcal{L}\) Negative log-likelihood
\(\binom{n}{k}\) Binomial coefficient, \(n\) choose \(k\)
\(\mathbb{V}_X[\mathbf{x}]\) Variance of \(\mathbf{x}\) with respect to the random variable \(X\)
\(\mathbb{E}_X[\mathbf{x}]\) Expectation of \(\mathbf{x}\) with respect to the random variable \(X\)
\(\mathop{\mathrm{Cov}}_{X,Y}[\mathbf{x}, \mathbf{y}]\) Covariance between \(\mathbf{x}\) and \(\mathbf{y}\).
\(X \perp\kern-5pt \perp Y\vert Z\) \(X\) is conditionally independent of \(Y\) given \(Z\)
\(X\sim p\) Random variable \(X\) is distributed according to \(p\)
\(\mathcal{N}\big(\mathbf{\mu},\mathbf{\Sigma}\big)\) Gaussian distribution with mean \(\mathbf{\mu}\) and covariance \(\mathbf{\Sigma}\)
\(\text{Ber}(\mu)\) Bernoulli distribution with parameter \(\mu\)
\(\text{Bin}(N, \mu)\) Binomial distribution with parameters \(N, \mu\)
\(\text{Beta}(\alpha, \beta)\) Beta distribution with parameters \(\alpha, \beta\)
θ
yn
σ
xn
n = 1, . . . , N
$ L(\theta, σ | x_n, y_n) = \prod_{n=1}^N p(y_n | x_n, \theta, σ) $ 
  Cell In[7], line 1
    $ L(\theta, σ | x_n, y_n) = \prod_{n=1}^N p(y_n | x_n, \theta, σ) $
    ^
SyntaxError: invalid syntax
from re import L


L(\theta, \sigma | x_n, y_n) = \prod_{n=1}^N p(y_n | x_n, \theta, \sigma)