Information Theory and Statistics: A Tutorial (Foundations and Trends (R) in Communications and Information Theory) - Softcover

Csiszár, Imre; Shields, Paul

 
9781933019055: Information Theory and Statistics: A Tutorial (Foundations and Trends (R) in Communications and Information Theory)

Synopsis

Information Theory and Statistics: A Tutorial is concerned with applications of information theory concepts in statistics, in the finite alphabet setting. The topics covered include large deviations, hypothesis testing, maximum likelihood estimation in exponential families, analysis of contingency tables, and iterative algorithms with an "information geometry" background. Also, an introduction is provided to the theory of universal coding, and to statistical inference via the minimum description length principle motivated by that theory. The tutorial does not assume the reader has an in-depth knowledge of Information Theory or statistics. As such, Information Theory and Statistics: A Tutorial, is an excellent introductory text to this highly-important topic in mathematics, computer science and electrical engineering. It provides both students and researchers with an invaluable resource to quickly get up to speed in the field.

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About the Author

Imre Csiszar is a Research Professor at the Renyi Institute of the Hungarian Academy of Sciences, where he has worked since 1961. He is also Professor Emeritus of the University of Technology and Economics, Budapest, a Fellow of the Institute of Electronic and Electrical Engineers (IEEE) and former President of the Hungarian Mathematical Society. He has received numerous awards, including the Shannon Award of the IEEE Information Theory Society (1996).

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