The paragraph beginning with "Let’s consider how we might apply the Bayesian framework..." where he introduces the notation is a great example of everything I hate about mathematical notation. We have big-F, small-f, f-of-x, f-sub-x, f-star, big-F-star... and then he decides to abbreviate what he just introduced. If I didn't know what's happening and I was trying to understand this for the first time, I would have no chance and would just give up right there.