Calculus - derivatives, integration Multivariate calculus - gradient - Hessian Limits of functions - definitions of convergence Big O() notation, such as O(log(n)) Advanced Linear Algebra - eigenvalues, eigenvectors - orthogonal matrices - symmetric matrices - properties of eigenvalues - properties of eigenvectors - positive definiteness - covariance matrices - (linear) subspace, basis of a subspace - projection on a subspace, projection matrix - hyperplane, normal to a hyperplane - linear functions - scalar product, Euclidean scalar product x'*y, orthogonal vectors - Riesz representer theorem - norms of vectors: 2-norm, 1-norm, infinity-norm - norms of matrices: 2-norm - determinant, trace - condition number of a matrix Probability and statistics - consistency - central limit theorem - linear regression - Binomial, Multinomial, Gaussian, multivariate Gaussian, Poisson, ... distributions - Maximum Likelihood, Bayesian estimation paradigms - empirical distribution - change of variable formula in integration