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Information theory and statistics: a tutorial

✍ Scribed by Imre Csisz´ar, Paul Shields

Book ID
127424955
Publisher
Now Publishers Inc
Year
2004
Tongue
English
Weight
1 MB
Series
Foundations and Trends in Communications and Information Theory
Category
Library
ISBN
1933019549

No coin nor oath required. For personal study only.

✦ Synopsis

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.

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