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## Ali Tajer

## Associate Professor

## Electrical, Computer, and Systems Engineering

## Rensselaer Polytechnic Institute

##

(518) 276-8237

6040 Jonsson Engineering Center, 110 8th Street, Troy, NY 12180

## Information Theory & Coding (Machine Learning & Statistics)

Spring 2021

Title | Topic |
---|---|

Lecture 01 | information theory history and applications, information measures, entropy |

Lecture 02 | entropy, convexity, submodularity, divergence |

Lecture 03 | differential entropy, conditional divergence, mutual information |

Lecture 04 | mutual information, conditional mutual information |

Lecture 05 | variational characterization of divergence, sufficient statistics |

Lecture 06 | variational characterization of divergence, sufficient statistics |

Lecture 07 | feature selection via information gain, structure learning, density estimation |

Lecture 08 | information projection, information bottleneck |

Lecture 09 | source coding, Kraft and McMillan theorems, Huffman codes, prefix codes |

Lecture 10 | maximum description length principle, rate-distortion theory |

Lecture 11 | empirical risk minimization, histogram classifiers, decision trees |

Lecture 12 | histogram regression, universal prediction, unbounded loss functions |

Lecture 13 | statistical decision theory: basics |

Lecture 14 | risk functions |

Lecture 15 | tensor product of experiments, sample complexity |

Lecture 16 | sample complexity, f-divergence, hypothesis testing, connection between f-divergences |

Lecture 17 | connection between f-divergences, variational form of f-divergence |

Lecture 18 | f-divergence, parameter estimation, HCR bound, CR lower bound, fisher information |

Lecture 19 | Fisher information, multivariate HCR bound |

Lecture 20 | Bayesian CR lower bound, information bound, local estimators, biased estimators |

Lecture 21 | maximum likelihood estimator, high-dimensional unstructured estimation, bowl-shaped loss |

Lecture 22 | two-point quantization of the estimation problem (LeCam’s method) |

Lecture 23 | mutual information method, Fano's method, density estimation |

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