The following list includes the names and symbols of recurring concepts in CalibrateEmulateSample.jl. Some of these variables do not appear in the codebase, which relies on array programming for performance. Contributions to the codebase require following this notational convention. Similarly, if you find inconsistencies in the documentation or codebase, please report an issue on GitHub.

NameSymbol (Theory/Docs)Symbol (Code)
Parameter vector, Parameters (unconstrained space)$\theta$θ
Parameter vector size, Number of parameters$p$N_par
Ensemble size$J$N_ens
Ensemble particles, members$\theta^{(j)}$
Number of iterations$N_{\rm it}$N_iter
Observation vector, Observations, Data vector$y$y
Observation vector size, Data vector size$d$N_obs
Observational noise$\eta$obs_noise
Observational noise covariance$\Gamma_y$obs_noise_cov
Hilbert space inner product$\langle \phi , \Gamma^{-1} \psi \rangle$
Forward map$\mathcal{G}$G
Dynamical model$\Psi$Ψ
Transform map (constrained to unconstrained)$\mathcal{T}$T
Observation map$\mathcal{H}$H
Prior covariance (unconstrained space)$\Gamma_{\theta}$prior_cov
Prior mean (unconstrained space)$m_\theta$prior_mean