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Elements of Information Theory

by Thomas M Cover, Joy A Thomas
Book (1991)

Abstract

Following a brief introduction and overview, early chapters cover the basic algebraic relationships of entropy, relative entropy and mutual information, AEP, entropy rates of stochastics processes and data compression, duality of data compression and the growth rate of wealth. Later chapters explore Kolmogorov complexity, channel capacity, differential entropy, the capacity of the fundamental Gaussian channel, the relationship between information theory and statistics, rate distortion and network information theories. The final two chapters examine the stock market and inequalities in information theory. In many cases the authors actually describe the properties of the solutions before the presented problems.

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Available from onlinelibrary.wiley.com
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Elements of Information Theory

MASTER SAR

SUPELEC – ENS CACHAN – UNIVERSITY PARIS–SUD 11

Name of UE: Elements of Information Theory
Professor in charge: Olivier RIOUL
Scheduled volume: 24H / 2.5 ECTS

Reference
SAR–C1
Information Theory
Lecturers: O. RIOUL, P. PIANTANIDA

Elements of Information Theory

Instructor: Prof. Olivier RIOUL
ENST – Department COMELEC
Office: A304
Phone: +33 (0)1 45 81 78 45
Fax: +33 (0)1 45 81 00 20
E–mail: rioul@enst.fr
URL: http://comelec.enst.fr/~rioul/

Instructor: Dr. Pablo PIANTANIDA
SUPELEC – Department of Telecommunications
Office: A4-19
Phone: +33 (0)1 69 85 14 50
Fax: +33 (0)1 69 85 14 69
E–mail: pablo.piantanida@supelec.fr
URL: http://www.supelec.fr/ecole/radio/piantanida.html/

Time: S3 / 24H CM
Location: SUPELEC – Department of Telecommunications
Reception hours: After class or by setting an appointment (e-mail)
Pre–requisites: SAR-B1
Grading: Final exam
Homework: Theoretical exercises and/or programming exercises

Abstract
This is a graduate-level introduction to the fundamental ideas and results of information
theory. The course moves quickly but does not assume prior study in information theory.
It is intended for graduate students from mathematics, engineering or related areas
wanting a good background in fundamental and applicable information theory. It also
provides solid preparation for advanced courses in information theory and for various
courses in the field of communications.
Roughly the first third of the course discusses elementary measures and properties of
information at a more sophisticated level. The middle third discusses method of Types
and the main results of Shannon’s theory, manly the coding theorems for source and
channel coding. The remainder touches on topics that are explored more fully in later
courses, converses, capacity of wireless channels, etc.

Course outline

Lecture 1. Properties of Shannon's Information Measures [1, chap. 2,11][2, chap. 1,2,3]
 Introduction and Main Definitions
 Entropy, Relative Entropy and Mutual Information
 Venn Diagrams
 Jensen's Inequality and Properties of Relative Entropy
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 Differential and Absolute Entropy, Entropy of Binary and Gaussian RVs

Lecture 2. Markov Chain, Fundamental Inequalities and Entropy of Stationary Sources [1,
chap. 2, 16][2, chap. 4,5]
 Convexity Properties of Information Measures
 Entropy Maximization
 Fano's Inequalities
 Markov Chains and Data Processing Inequality
 Chain Rules for Entropy, Relative Entropy and Mutual Information
 The Log-Sum Inequality and Entropy Power Inequality (EPI)

Lecture 3. Lossless Source Coding [1, chap. 3,4,5][2, chap. 9,12,13][3, chap. 1]
 Weak Typical Sequences
 Noiseless Source Coding and its Coding Theore
 Entropy Rate of Stationary Sources
 Proof of the Coding Theorem (DMS)

Lecture 4. Method of Types [3, chap. 2]
 Definitions, Type Counting Lemma
 Continuity of the Entropy Function
 Strong Typical Sets, Delta Sequences
 Bounds on the Size of Strong Typical Sets

Lecture 5. Coding Theorem for Noisy Channels [1, chap. 8,10][2, chap. 9-13][4, chap. 3]
 Coding Theorem
 Capacity of Binary Symmetric Channels, Gaussian Channels (AWGN), etc.
 Proof of the Coding Theorem
 Fundamental Lemma (Feinstein's Lemma)

Lecture 6. Coding Theorem for Lossy Source Coding [1, chap. 13][2, chap. 10,11,13]
 Quantization and Distortion
 Coding Theorem
 Rate Distortion Function of Binary and Gaussian Sources
 Proof of the Coding Theorem

Lecture 7. Converse to the Coding Theorems for Discrete Memoryless Sources and
Channels [1, chap. 8,13][2, chap. 8]
 Converse to the Coding Theorem for Discrete Memoryless Channels (DMCs)
 Converse to the Coding Theorem for DMCs with Feedback
 Converse to the Coding Theorem for the Discrete Memoryless Source (DMSs)
 Converse to the Joint Source-Channel Coding for DMSs and DMCs

References
[1] COVER, T.M., and THOMAS, J.A., Elements of Information Theory, Wiley, 1991.
[2] RIOUL, O., Théorie de l’Information et du Codage, Hermès Science – Lavoisier, 2007.
[3] CSISZAR, I., and KORNER, J., Information Theory: Coding Theorems for Discrete
Memoryless Systems, Academic Press, 1997.
[4] ASH, R.B., Information Theory, Interscience Publishers, 1966.
[5] GOLDSMITH, A., Wireless Communications, Cambridge University Press, 2005.
[6] TSE, D., VISWANATH, P., Fundamentals of Wireless Communications, Cambridge
University Press, 2005.
[7] GALLAGER, R.G., Information and Reliable Communications, Wiley, 1968.
[8] YEUNG, R.W., A First Course in Information Theory, Kluwer Academic/Plenum
Publishers, 2002.
[9] MACKAY, D.J.C., Information Theory, Inference, and Learning Algorithms, Cambridge
University Press, 2003.
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[10] SHANNON, C.E., A mathematical theory of communication,’ Bell Syst. Tech. J., vol.
27, pp. 623-656, Oct. 1948.
[11] SHANNON, C.E., Coding theorems for a discrete source with a fidelity criterion, IRE
Nat. Conv. Rec., part 4, pp. 142-163, 1959.

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