A simple rule for this is that, if the adjective has a precise mathematical meaning, it should be lower-cased: for example, abelian (= commutative) group, euclidean metric, or gaussian (= normal) distribution. If the meaning is vaguer, referring to the method, style, or approach generally associated with the originator, then capitalizing is appropriate: for example, Bayesian statistics. If the word does not carry an adjectival ending---e.g. Hilbert (space)---it should always be capitalized.
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