x, a vector, and all vectors are assumed to be column vectors.
M, denote matrices.
xT, a row vcetor, T means transpose of a vector or matrix.
(w1 , . . . , wm ), a row vector with m elements, and the corresponding column vector is written as w = (w1 , . . . , wm )T.
[a, b], is used to denote the closed interval from a to b（闭区间）.
(a, b), is used to denote the open interval from a to b（开区间）.
[a, b), is denotes an interval that includes a but excludes b.
IM, M * M identity matrix (also known as the unit matrix)（单位矩阵）.
f[y], A functional is denoted f[y] where y(x) is some function，e.g H[y] means entroy of function y(x).
g(x) = O(f (x)) denotes that |f (x)/g(x)| is bounded as x → ∞.For instance if g(x) = 3x2 + 2, then g(x) = O(x2).
Ex[f(x, y)], The expectation of a function f (x, y) with respect to a random variable x. Or E[x].
Ex[f(x)|z], conditioned on another variable z.
cov[x, y], covariance of vector x and vecotr y. Use cov[x] as a shorthand notation for cov[x, x].
p(B), to denote a distribution over the random variable B
“∝”， 表示成正比例