Information Theory and Statistics: A Tutorial (Foundations and Trends in Communications and Information Theory No. 4)
By: Paul C. Shields (author), Imre Csiszar (author)Paperback
4 - 6 days availability
Information Theory and Statistics: A Tutorial is concerned with applications of information theory concepts in statistics, in the finite alphabet setting. The topics covered include large deviations, hypothesis testing, maximum likelihood estimation in exponential families, analysis of contingency tables, and iterative algorithms with an "information geometry" background. Also, an introduction is provided to the theory of universal coding, and to statistical inference via the minimum description length principle motivated by that theory. The tutorial does not assume the reader has an in-depth knowledge of Information Theory or statistics. As such, Information Theory and Statistics: A Tutorial, is an excellent introductory text to this highly-important topic in mathematics, computer science and electrical engineering. It provides both students and researchers with an invaluable resource to quickly get up to speed in the field.
1 Preliminaries 2 Large deviations, hypothesis testing 3 I-projections 4 f-Divergence and contingency tables 5 Iterative algorithms 6 Universal coding 7 Redundancy bounds 8 Redundancy and the MDL principle Appendix A Summary of process concepts Historical notes
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- ID: 9781933019055
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