Here are some useful resources for filling in this background. Probability -- Lecture notes: http://www.cs.cmu.edu/~aarti/Class/10701/recitation/prob_review.pdf Linear Algebra: -- Short video lectures by Prof. Zico Kolter: http://www.cs.cmu.edu/~zkolter/course/linalg/outline.html -- Handout associated with above video: http://www.cs.cmu.edu/~zkolter/course/linalg/linalg_notes.pdf -- Book: Gilbert Strang. Linear Algebra and its Applications. HBJ Publishers. Big-O notation: -- http://www.stat.cmu.edu/~cshalizi/uADA/13/lectures/app-b.pdf -- http://www.cs.cmu.edu/~avrim/451f13/recitation/rec0828.pdf -- See ASYMPTOTIC ANALYSIS (Week 1) in the following: https://class.coursera.org/algo-004/lecture/preview