README

In this book, a matrix or a random variable is represented by capital letters. A vector, a scalar, or a sample is represented by a lowercase letter. The mathematical symbols that are frequently used in this book are listed below.

$\operatorname {var}(X)$ variance of random variable $X$

$\arg \max_{x}f(x)$ maximizer of function $f(x)$

$\mathbf{1}_n$ vector of all ones. It is often written as $\mathbf{1}$ for short when its dimension is clear.

$I_{n}$ （20 $n\times n$ -dimensional identity matrix. It is often written as $I$ for short when its dimensions are clear.