First derivatives

$\displaystyle \mbox{\boldmath$\delta$}$$\displaystyle _{\bf a}=\frac{\partial}{\partial {\bf a}}
\log p({\bf x};$   $\displaystyle \mbox{\boldmath$\theta$}$$\displaystyle ,{\bf a},\sigma^2)=
\frac{1}{\sigma^2}({\bf x}-{\bf H}_\theta {\bf a})^\prime {\bf H}_\theta.$ (4.4)

$\displaystyle \mbox{\boldmath$\delta$}$$\displaystyle _\theta=\frac{\partial}{\partial \theta}
\log p({\bf x};$   $\displaystyle \mbox{\boldmath$\theta$}$$\displaystyle ,{\bf a},\sigma^2)=
\frac{1}{\sigma^2}({\bf x}-{\bf H}_\theta {\bf a})^\prime {\bf H}^\theta_\theta {\bf a},$ (4.5)

$\displaystyle \mbox{\boldmath$\delta$}$$\displaystyle _{\sigma^2}=\frac{\partial}{\partial \sigma^2}
\log p({\bf x};$   $\displaystyle \mbox{\boldmath$\theta$}$$\displaystyle ,{\bf a},\sigma^2)=
-\frac{N}{2\sigma^2}+
\frac{1}{2\sigma^4}({\bf x}-{\bf H}_\theta {\bf a})^\prime ({\bf x}-{\bf H}_\theta {\bf a})$ (4.6)