μ (mu)	mean value, a measure of location
π, Π (pi)	lower-case: ratio of circumference to diameter for a circle; upper-case: product operator
σ, Σ (sigma)	as a variable: standard deviation (lower-case) or covariance matrix (upper-case), measuring dispersion; as an operator: summation
2D	2 Dimension
ABM	Adaptive Basis-function Model
AdaBoost	Adaptive Boosting
adaline	adaptive linear element
ADF	Assumed Density Filter
AIC	Akaike Information Criterion
ALS	Alternating Least Squares
ANOVA	ANalysis Of VAriance
ARD	Automatic Relevance Determination
AUC	Area Under the Curve
AWS	Amazon Web Services
BART	Bayesian Adaptive Regression Trees
BFGS	Broyden, Fletcher, Goldfarb, Shanno
BIC	Bayesian Information Criterion
BMA	Bayesian Model Averaging
BP	Belief Propagation
BUGS	Bayesian Updating using Gibbs Sampling
C4.5	Classifier (tree) 4.5: successor to ID3
CART	Classification And Regression Trees
CD	Contrastive Divergence
CDF	Cumulative Distribution Function
CG	Conjugate Gradient
CI	Central Interval
CI	Confidence Interval
CI	Credible Interval
CIFAR	Canadian Institute For Advanced Research
CNN	Convolutional Neural Network
COLT	COmputational Learning Theory
CPD	Conditional Probability Distribution
CPU	Central Processing Unit
CRC	Canada Research Chair
CRF	Conditional Random Field
CUDA	Compute Unified Device Architecture
CV	Cross Validation
d-separation	dependence separation
DAG	Directed Acyclic Graph
DBM	Deep Boltzmann Machine
DBN	Deep Belief Network
DBN	Dynamic Bayesian Network
DCM	Dirichlet Compound Multinomial
DDN	Deep Directed Network
DGM	Directed Graphical Model
DNA	DeoxyriboNucleic Acid
DNN	Deep Neural Network
dof	degrees of freedom
DP	Dirichlet Process
EB	Empirical Bayes
EC2	Elastic Compute Cloud
ECOC	Error Correcting Output Code
EER	Equal Error Rate
EB	Empirical Bayes
EM	Expectation Maximization
EP	Expectation Propagation
ERM	Empirical Risk Minimization
exp	exponent
FA	Factor Analysis
FDR	False Discovery Rate
FLDA	Fisher's Linear Discriminant Analysis
FNR	False Negative Rate
FPR	False Positive Rate
GAM	Generalized Additive Model
GaP	Gamma Poisson
GCV	Generalized Cross Validation
GDA	Gaussian Discriminant Analysis
GGM	Gaussian Graphical Model
GLM	Generalized Linear Model
GLMM	Generalized Linear Mixture Model
GM	Graphical Model
GMM	Gaussian Mixture Model
GP	Gaussian Process
GPU	Graphics Processing Unit
HDI	Highest Density Interval
HLDA	Heteroscedastic Linear Discriminant Analysis
HME	Hierarchical Mixture of Experts
HMM	Hidden Markov Model
HPD	Highest Posterior Density
HTTP	Hyper Text Transfer Protocol
ICA	Independent Component Analysis
ICML	International Conference on Machine Learning
ID3	Iterative Dichotimiser (tree) 3
iff	if and only if
IID	Independent, Identically Distributed
IP	Imputation Posterior
IPF	Iterative Proportional Fitting
IRLS	Iteratively Reweighted Least Squares
JAGS	Just Another Gibbs Sampler
JTA	Junction Tree Algorithm
k	a popular variable name for a count; e.g. the number of nearest neighbors or the number of clusters
KDE	Kernel Density Estimate
KL	Kullback - Leibler
KNN	"k" Nearest Neighbor, where "k" is the number of neighbors
l0, l1, l2	Lesbegue space, where the norm is defined as the "p"-th root of the sum of abolute values raised to the "p"-th power
L1VM	l1 regularized Vector Machine
LARS	Least Angle Regression
LASSO	Least Absolute Shrinkage and Selection Operator
LaTeX	Lamport TeX typesetting system [TeX: pronounced "tech"; an abbreviated form of tau, epsilon, chi]
L-BFGS	Limited-memory Broyden Fletcher Goldfarb Shanno
LBP	Loopy Belief Propagation
LDA	Latent Dirichlet Allocation
LDA	Linear Discriminant Analysis
LeNet5	LeCunn convolutional neural Network 5
LG-SSM	Linear Gaussian State Space Model
LMS	Least Mean Squares
log	logarithm
LOOCV	Leave One Out Cross Validation
LSTM	Long Short-Term Memory
LVM	Latent Variable Model
MAP	Maximum A Posteriori
MAP	Mean Average Precision
MAR	Missing At Random
MARS	Multiple Adaptive Regression Splines
MART	Multiple Additive Regression Trees
MatLab	Matrix Laboratory
MC	Monte Carlo
MCAR	Missing Completely At Random
MCMC	Markov Chain Monte Carlo
MDL	Minimum Description Length
MEMM	Maximum Entropy Markov Model
MH	Metropolis Hastings
MI	Mutual Information
MIT	Massachusetts Institute of Technology
ML	Machine Learning
ML	Maximum Likelihood
MLE	Maximum Likelihood Estimate
MLP	Multi-Layer Perceptron
MNIST	Modified National Institute of Standards and Technology data
MPCA	Multinomial Principal Component Analysis
MRF	Markov Random Field
MSE	Mean Squared Error
MVN	Multi-Variate Normal
NaN	Not a Number
NB	Nota Bene
NBC	Naive Bayes Classifier
NHST	Null Hypothesis Significance Testing
NIG	Normal Inverse Gaussian
NIPS	Neural Information Processing Systems conference
NLL	Negative Log Likelihood
NMAR	Not Missing At Random
NP	Non-deterministic Polynomial time
NSERC	Natural Sciences and Engineering Research Council
OLS	Ordinary Least Squares
P	Polynomial time
p-value	the probability of a false rejection of the null hypothesis
PAC	Probably Approximately Correct
PCA	Principal Component Analysis
PDF	Probability Density Function
PMI	Pointwise Mutual Information
PMTK	Probabilistic Modeling ToolKit
PPCA	Probabilistic Principal Component Analysis
PR	Precision Recall
QDA	Quadratic Discriminant Analysis
QQ	Quantile-Quantile
RBF	Radial Basis Function
RBM	Restricted Boltzmann Machine
RNN	Recurrent Neural Network
RBPF	Rao-Blackwellized Particle Filtering
RKHS	Reproducing Kernel Hilbert Space
ROC	Receiver Operating Characteristic
RRM	Regularized Risk Minimization
RSS	Residual Sum of Squares
RVM	Relevance Vector Machine
SAT	Scholastic Aptitude Test
SBL	Sparse Bayesian Learning
SdA	Stacked denoising Autoencoder
SGD	Stochastic Gradient Descent
SIR	Sampling Importance Resampling
SLAM	Simultaneous Localization And Mapping
SLT	Statistical Learning Theory
SpAM	Sparse Additive Model
SSE	Sum of Squared Errors
SSM	State Space Model
SSVM	Structural Support Vector Machine
SVD	Singular Value Decomposition
t	a popular variable name for a test statistic; as in "t" test or "t" distribution
TNR	False Positive Rate
TPR	True Positive Rate
UCB	Upper Confidence Bound
UGM	Undirected Graphical Model
UKF	Unscented Kalman Filter
VB	Variational Bayes
VC	Vapnik-Chervonenkis
VE	Variable Elimination
VIBES	Variational Inference on a Bayesian network
XOR	eXclusive OR