Elements of Information Theory
- ISSN: 15384780
- ISBN: 0471062596
- DOI: 10.1177/0022219410375001
- PubMed: 20660925
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.
Elements of Information Theory
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
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.
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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