Sets
| $\emptyset$ | empty set |
| $\N, \N^+$ | Natural numbers include/excluding 0 respectively |
| $\R$ | real numbers |
| $\bar \R$ | $\R \cup \{-\infty, \infty\}$ |
| $[n]$ | $\{1,2,\ldots,n\}$ |
| $2^A$ | powerset of $A$ |
| $A^*$ | set of finite sequences over $A$ |
| $B_2^d$ | $d$-dimensional unit ball, $\{x \in \R^d : \norm{x}_2 \leq 1\}$ |
| $\cP_d$ | $d$-dimensional probability simplex, $\{x \in [0,1]^{d+1} : \norm{x}_1 = 1\}$ |
| $\cP(A)$ | set of distributions over $A$ |
| $\borel(A)$ | Borel $\sigma$-algebra on $A$ |
