Advanced Information Theory

Instructor Michael Gastpar    
Office INR 130    
Email [email protected]    
Office Hours By appointment    
       
       
Lectures Mondays, 14:15 – 16:00 13:15-15:00 Room https://epfl.zoom.us/j/85752913310
Exercises integrated with lecture Room  
 
 
 

Language: English Credits: 2 ECTS

Topics

  • Information Measures
  • The role of the Gaussian distribution
  • Network Information Theory

Detailed Schedule

Note: This is very tentative and subject to change during the semester.

Date Lectures Reading & References Exercises
22/2 No class.    
1/3 Introduction. Review.  Kullback-Leibler Divergence. Cover and Thomas, ch. 2  
8/3

Entropy. Differential Entropy. Mutual Information. Maximum Entropy.

Maximal Correlation.

Cover and Thomas, ch. 2 and 9

 

 
15/3

Maximal Correlation.

Common Information (Wyner, Gacs-Körner)

A. Wyner, The common information of two dependent random variables. (1975)  
22/3

Common Information (Wyner, Gacs-Körner)

Directed Information. Multivariate Information.

   
29/3

Multivariate Information.

f-divergences

   
12/4 f-divergences.    
19/4 Renyi entropy, Sibson mutual information.    
26/4 Applications: generalization error.    
3/5 Network Information Theory    
10/5  
 
17/5      
31/5      

 

Textbooks and notes:

  1.