AM 272 -- Tentative Plan Updated often -- SUBJECT TO CHANGE Lecture Month Date Topic(s) =========================================================================== 1 Jan 27 Course information, historical overview, review of basic concepts; Entropy and the Asymptotic Equipartition Property (AEP); fixed-rate lossless compression 2 Feb 3 Relative entropy and hypothesis testing; the method of types; definitions and basic types properties; error exponents for data compression 3 Feb 10 The strong converse for data compression; large deviations: Sanov's theorem and Crame'r's theorem -- Feb 17 NO CLASS -- Feb 20 EXTRA CLASS: Details in Crame'r's theorem; the Gartner-Ellis theorem 4 Feb 24 The conditional limit theorem; Gibbs' distributions; Pythagorean identity; data processing inequality for relative ent; Pinsker's inequality 5 Mar 3 Heuristic derivation of the Maxwell-Bolzmann distribution; equivalence of ensembles in statistical mechanics; propagation of chaos. Information-theoretic proof of the convergence theorem for Markov Chains. 6 Mar 10 Hypothesis testing: Neyman-Pearson tests, optimal error exponents, Bayesian hypothesis testing. Further connections between info theory and statistics. 7 Mar 17 Fisher information and estimation, Cramer-Rao inequality, parametric families; review of the entropy rate and the AEP for Markov chains -- Mar 24 NO CLASS 8 Mar 31 Variable-rate lossless data compression, Kraft inequality, the codes-distributions correspondence; redundancy, Shannon codes, and their optimality. Elias' codes for the integers 9 Apr 7 Examples of universal codes. MLE codes, counting, Minimum Description Length (MDL), mixture codes, predictive coding 10 Apr 14 MDL and model selection; entropy and Poisson approximation; some continuous information theory 11 Apr 21 The redundancy of IID sources: Shtarkov's upper bound and Rissanen's lower bound 12 Apr 28 Practical data compression: Arithmetic coding, Lempel-Ziv coding 13 May 5 GUEST LECTURE: Matt Harrison & Mokshay Madiman: universal *lossy* data compression, the lossy version of maximum likelihood, a lossy version of the MDL principle IN-CLASS PRESENTATION SCHEDULE ------------------------------------------------------------ ** DAY 1: Probability and IT Mon 5/12, 2-3:30 in Room 110 - 182 George Street Tom Dean Measure concentration and the entropy method Mario Micheli Information-theoretic Markov chain convergence Yanchun Wu Entropy and the Central Limit Theorem ------------------------------------------------------------ ** DAY 2: Applications of IT Wed 5/14, 2-3:30 in Room 104 - 37 Manning Street Ye Sun Information theory and investment Nikos Triandopoulos Average vs worst case complexity Jigang Wang Pattern classification ------------------------------------------------------------ ** DAY 3: Algorithms for compression and entropy estimation Thu 5/15, 2-3:30 in Room 110 - 182 George Street Ying Xing Web navigation and Markov entropy estimation Tom Pollard Lossless image compression with LOCO I Ioannis Vergados Lempel-Ziv-style entropy estimation ------------------------------------------------------------