E2 201 Information Theory (Aug-Dec 2019)

Instructor: Himanshu Tyagi
Teaching Assistant: PN Karthik and Lekshmi Ramesh

Latest Announcements

  • The final exam will be held on December 6, 2:00pm to 5:00pm in MP 20.
  • Homework 5 has been posted.
  • Midterm 2 will be organized on Saturday, November 16, 4:00pm in ECE 1.08.
  • Homework 4 has been posted. Quiz on it will be held on Friday, November 8, 5:00pm.
  • Homework 3 has been posted. Quiz on it will be held on Friday, October 4, 5:00pm.
  • Homework 2 has been posted. Quiz on it will be held on Friday, September 20, 5:00pm. Please submit graphs for Q2 separately for grading by Monday, September 23.
  • Homework 1 has been posted. Quiz on it will be held on Friday, September 6, 5:00pm.
  • First class on Thursday, August 8, 3:30pm in ECE 107.

Time & Venue

  • Class: Tu-Th 3:30-5:00pm in ECE 107
  • Review session: Friday 4-5pm in ECE 108
  • Instructor office hours: By appointment

Homework

Agenda

These notes present the organisation of the course. Each unit may not be covered in a single class.
  • Unit 1: What is information, probabilistic modeling of uncertainty (randomness), review of basic probability, Markov and Chebyshev inequality, Limit theorems [pdf]
  • Unit 2: The source model, examples, a basic compression problem, Shannon entropy [pdf]
  • Unit 3: Randomness and uncertainty, total variation distance,generating uniform random variables, generated by uniform random variables, typical sets and entropy [pdf]
  • Unit 4: Basic formulations of statistical inference, examples, Neyman-Pearson formulation and likelihood ratio tests (LRT), Stein's lemma and KL divergence, properties of KL divergence [pdf]
  • Unit 5: How many coin tosses are needed to test the bias of a coin?, ML and MAP tests, conditional entropy and mutual information, Fano's inequality (without proof) [pdf]
  • Unit 6: Chain rules; nonnegativity, boundedness, and convexity/concavity of measures of information; and data processing inequality. [pdf]
  • Unit 7: Fano's inequality, variational formula for KL divergence, Pinsker's inequality, transportation inequality and continuity of entropy. [pdf]
  • Unit 8: Lower bound for compression and Shannon's source coding theorem, lower bound for hypothesis testing and Stein's lemma, lower bound for randomness generation, a strong converse for source coding, lower bounds for minmax risk. [pdf]
  • Unit 9: Compression using variable length codes, prefix-free codes and Kraft's inequality, Shannon codes, Huffman codes. [pdf]
  • Unit 10: Minmax redundancy, compression using word frequency and method of types, arithmetic codes, online probability assignment. [pdf]
  • Unit 11: Hash and universal hash functions, fast database using hash tables. [pdf]
  • Unit 12: Channel coding and channel capacity, duality bounds and examples. [pdf]
  • Unit 13: Sphere packing bound for BSC, an optimal scheme for BSC, converse proof, general achievability. [pdf]
  • Unit 14: Gaussian channel, mutual information for general distributions, differential entropy, capacity of Gaussian channel, power allocation and water-filling argument. [pdf]

Prerequisites

Undergraduate level probability and appetite for formal mathematical reasoning.

Grading

Homework:   20%   Homework will not be graded but a quiz will be organised based on each homework. Lowest grade will be dropped.
Mid-term 1:   20%  Saturday, October 5, 4:00pm, ECE 108
Mid-term 2:   20%   November 16, 4:00pm, ECE 108
Final exam:   40%   December 6, 2:00pm, MP 20

References

While there are many very good textbooks available for Information Theory, there is no required textbook for this course. Here I list a subset from which I will draw my lecture notes:
  1. T. Cover and J. Thomas, Elements of Information Theory, Second edition, Wiley, 2006.
  2. I. Csiszàr and J. Körner, Information Theory: Coding Theorems for Discrete Memoryless Systems, Second edition, Cambridge, 2011.
  3. J. Wolfowitz, Coding Theorems of Information Theory, Probability Theory and Stochastic Processes series, Springer, 1978.
  4. A. Khinchin, Mathematical foundations of information theory, Dover, 2001 edition.
  5. A. Feinstein, Foundations of Information Theory, McGraw-Hill, 1958.
  6. T. S. Han, Information spectrum methods in Information Theory, Stochastic Modeling and Applied Probability series, Springer, 2003.
  7. R. G. Gallager, Information Theory and Reliable Communication, Wiley, 1969.

Course description

Information Theory is the science for measuring, preserving, transmitting, and estimating information in random data. It was initially proposed by Shannon as a mathematical theory of communication more than five decades ago. It provides the fundamental limits of performance for transmission of messages generated by a random source over a noisy communication channel. On the one hand, Information Theory has been the driving force behind the revolution in digital communication and has led to various practical data compression and error correcting codes that meet the fundamental theoretical limits of performance. On the other hand, over the years, techniques and concepts from Information Theory have found applications well beyond communication theory. In this course, we will introduce the basic notions and results of Information Theory, keeping in mind both its fundamental role in communication theory and its varied applications beyond communication theory. This course, and the follow-up advanced courses to be offered in the future, will be of interest to students from various backgrounds.

Broad list of topics

  • Compression of random data: fixed and variable length source coding theorems and entropy
  • Hypothesis testing: Stein's lemma and Kullback-Leibler divergence
  • Measures of randomness: Properties of Shannon entropy, Kullback-Leibler divergence, and Mutual Information
  • Transmission over a noisy channel: channel coding theorems, joint source-channel coding theorem, the Gaussian channel
  • Lower bounds on minimax cost in parameter estimation using Fano's inequality
  • Quantisation and lossy compression: rate-distortion theorem

Who should take this course

  • Communication engineer
  • Computer scientists interested in data compression
  • Computer scientists interested in complexity theory
  • Cryptographers interested in notions of security and quantum cryptography
  • Data scientists interested in information theoretic methods and measures of information
  • Statisticians interested in information theoretic lower bounds
  • Physicists interested in Quantum Information Theory