Details

Throughout this section, vectors and matrices are denoted by bold-faced letters. Generally, Greek letters (such as , , and ) denote unobserved or latent quantities—often estimated by using the data—that represent model parameters, latent states, or noise variables. Letters such as , , and are used to denote the observed data variables. Whenever it is unambiguous, it is assumed that the matrices have appropriate dimensions when they are being multiplied—in particular, the vectors behave as column-vectors or row-vectors as the need arises. On many occasions, matrices are described in-line—that is, they are described as parenthesized lists, in a rowwise fashion, with the rows separated by a comma. The term "dot product" is used to describe the scalar that results from the product of a row-vector with a (conforming) column vector.