
Ali Tajer
Professor, ECSE and CS
Rensselaer Polytechnic Institute
(518) 276-8237
3018 Jonsson Engineering Center (JEC)
110 8th Street, Troy, NY 12180
Information Theory & Coding (High-dimensional Statistics)
Fall 2018
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, geometric interpretation of mutual information |
Lecture 05 | variational characterization of divergence, sufficient statistics |
Lecture 06 | statistical decision theory: basics |
Lecture 07 | risk functions |
Lecture 08 | tensor product of experiments, sample complexity |
Lecture 09 | sample complexity, f-divergence, hypothesis testing, connection between f-divergences |
Lecture 10 | connection between f-divergences, variational form of f-divergence |
Lecture 11 | f-divergence, parameter estimation, HCR bound, CR lower bound, fisher information |
Lecture 12 | Fisher information, multivariate HCR bound |
