University of California, Irvine

Department of Civil and Environmental Engineering

CEE-290: Models & Data, Jasper A. Vrugt

APPENDIX 0: NOTATION AND CONVENTIONS

April 17, 2016

CEE 290 - Models & Data Appendix 0, Page 1

1 Notation and Conventions

The appendices and homeworks adopt the following conventions in the main text

(a) Matrices and vectors are printed in bold type.

(b) Vectors are denoted by lower-case letters, with a prime ( 0 ) indicating a row vector.

(c) Scalars are printed in italic.

(d) The use of a tilde () over a variable indicates an observed entity.

(e) The use of a hat () signifies an estimate.

(f) The notation log always denotes the natural logarithm.

(g) The variable P () is used to denote a probability density function (pdf).

(h) The Greek letter signifies the parameters of the system (model).

(i) The variable Nd (a, b) is used to denote a d-variate normal distribution with mean a and
covariance matrix b. Similarly Ud (a, b) signifies a d-variate uniform distribution with lower
and upper bound values a and b respectively.

(j) The variable L() is used for likelihood. The symbol L() signifies the log-likelihood.
denotes the values of the vector based on (given)
(k) The conditional notation, for example |D,

the data D.

(l) The variable n denotes the number of calibration data observations.

(m) The variable d represents the number of parameters, and thus the d-vector .

(l) The variable e is used to denote residual, and thus e = {e1 , . . . , en }.

(o) The mathematical operator signifies proportional to. That means that the value that is
computed (often a likelihood/density) is known up to a constant (also called normalization
factor).

Algorithm 1: How to write algorithms

Result: Write here the result
initialization;
whileSTOP CRIT while STOP CRIT and do
instructions;
if condition then
instructions1;
instructions2;
else
instructions3;
end if
end while