Professor:
Day / time:
Tuesday, Thursday, 11:30am - 12:50pm
Undergraduate
Graduate
Course term:
Spring
Foundations of information theory in mathematical communications, statistical inference, statistical mechanics, probability, and algorithmic complexity. Quantities of information and their properties: entropy, conditional entropy, divergence, redundancy, mutual information, channel capacity. Basic theorems of data compression, data summarization, and channel coding. Applications in statistics and finance.
After Statistics 241.