I summarize the tips for LaTeX usage. Hope these tips can help us to shorten the debug time
\newcommand{\myNew}[3]{\mathcal{CN}(#1;#2,#3)}
To call the new command, simply put
\myNew{x}{0}{\sigma^2}
align instead of eqnarraysubfigures, label for the master figure must follow caption.
\begin{figure}
%\label{fig:master} Doesn't work properly!
\subfigure[]{figure1}
\subfigure[]{figure2}
\caption{the caption}
\label{fig:master}
\end{figure}
When you load cite before hyperref, the hyperlinks to references can not
be generated. When you load cite after hyperref, hyperlinks to references
will be generated, but \usepackage[compress]{cite} does not
compress the citations as normal.
The document of natbib claims that it compatible with hyperref. However,
there is a problem. If there is a cross reference in your section title,
the bookmark can not display the section title correctly. The solution is
to turn on the unicode option for hyperref, i.e., \usepackage[...unicode]{hyperref}