EE 376B/Statistics 376B: Information Theory
EE 376B/Statistics 376B: Information Theory
Stanford University
Spring Quarter 2005-06
Contents:
Announcements
Lectures
- 370-370, TTh 11-12:15pm, 3 Units
Teaching staff
- Instructor:
Tom Cover
- Office: Packard 254
- Tel: 723-4505
- Email:
cover@ee.stanford.edu
- Office hours: W 2-3pm
- Administrative Associate:
Denise Murphy
- Office: Packard 267
- Tel: 723-4731
- Fax: 723-8473
- Email:
denise@ee.stanford.edu
- Teaching Assistant:
Young-Han Kim
- Office: Packard 251
- Tel: 723-4544
- Email:
yhk@stanford.edu
- Office hours: M 3-4pm, or by appointment
Textbook and Optional References
Textbook: "Elements of Information Theory," by Cover and Thomas,
New York: Wiley, 1991.
Several texts which can serve as auxiliary or reference texts:
- "Information Theory and Reliable Communication:," by
R. Gallager, New York: Wiley, 1968.
- "Key Papers in the Development of Information Theory,"
edited by D. Slepian, New York: IEEE Press, 1974.
- "Information Theory," by Csiszar and Korner, New York:
Academic Press, 1981.
- "Claude Elwood Shannon: Collected Papers," edited by Sloane and Wyner,
New York: IEEE Press, 1993.
Course Requirements/Exams
- Weekly homework assignments
(assigned each Thursday, due the following Thursday);
- In-class final
(Friday, June 9, 3:30-6:30 pm)
Prerequisites
EE376A or equivalent.
Course Description
Entropy rates of stochastic processes.
Maximum entropy and Burg's Theorem.
Kolmogorov complexity.
Information theory and statistics.
Stein's Lemma. AEP. Network information
theory. Slepian-Wolf Theorem. Broadcast channel. Multiple access
channel capacity.
Optimal investment and information theory.
Universal portfolios and universal data compression.
Last updated:
Thu May 25 01:31:24 2006