It seems using F# from Ubuntu got much more straightforward in 14.04, see fsharp.org.
For Math.NET Numerics in F# you then only need the MathNet.Numerics.FSharp
package, and MathNet.Numerics
which the former depends on. Those packages should support recent F# and Mono on Linux.
I do not recommend to use our Linux MKL NuGet package as we cannot update it anymore (lack of Linux license right now). Instead consider to build from source - or better, help us provide proper Linux ATLAS builds and packages :)
Assuming you have Mono installed and a local copy of nuget.exe (sic!):
mono nuget.exe install MathNet.Numerics.FSharp -Pre -OutputDirectory packages
Or just download the assemblies in a zip file.