I have been self studying on machine learning for several months. I find a lot of formulae involve probability theory, calculus and linear algebra. This is a little hard for me, like this one:

$\displaystyle p(\vec{y})=p(\vec{x})|J|$

Where J is the jacobian matrix,

$\displaystyle J_{ij}=\frac{\partial x_{i}}{\partial y_{i}}$


I don't known where to find the proof.

thanks in advance.