Information Theory - 107 Academic Year

本課程是由 國立陽明交通大學電機工程學系 提供。

The purpose of this course is to present a concise, yet mathematically rigorous, introduction to the main pillars of information theory. It thus naturally focuses on the foundational concepts and indispensable results of the subject for single-user systems, where a single data source or message needs to be reliably processed and communicated over a noiseless or noisy point-to-point channel.

At the first part of this course, six meticulously core chapters with accompanying problems, emphasizing the key topics of information measures, lossless and lossy data compression, channel coding, and joint source-channel coding. Two appendices covering necessary and supplementary material in real analysis and in probability and stochastic processes are included.

At the second part of the course, advanced topics concerning the information theoretic limits of discrete-time single-user stochastic systems with arbitrary statistical memory (i.e., systems that are not necessarily stationary, ergodic or information stable) will be covered.

Textbook:
Fady Alajaji and Po-Ning Chen, An Introduction to Single-User Information Theory, Springer, July 2018.

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Instructor(s) College of Electrical and Computer Engineering Prof. Po-Ning Chen
Course Credits 3 Credits
Academic Year 107 Academic Year
Level Graduate Student
Prior Knowledge A basic understanding of probability, real analysis and stochastic processes shall be of help for the study of this course.
Related Resources Course Video   Course Syllabus   Course Calendar   Course Handout

WeekCourse ContentCourse VideoCourse Download
Overview: The philosophy behind information theoryWatch OnlineMP4 Download
Chapter 1:IntroductionWatch OnlineMP4 Download
Appendix A:Overview on Suprema and Limits
A.1 Supremum and maximum
A.2 Infimum and minimum
A.3 Boundedness and suprema operations
A.4 Sequences and their limits
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Appendix A:Overview on Suprema and Limits
Review A.1-A.4
A.5 Equivalence
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Appendix B:Overview in Probability and Random Processes
B.1 Probability space
B.2 Random variables and random processes
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Appendix B:Overview in Probability and Random Processes
B.3 Statistical properties of random sources
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Appendix B:Overview in Probability and Random
Processes
B.5 Ergodicity and law of large numbers
B.6 Central limit theorem
B.7 Convexity, concavity and Jensen’s inequality
B.8 Lagrange multipliers tech. & KKT conditions
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Chapter 2:Information Measures for Discrete Systems
2.1.1 Self-information
2.1.2 Entropy
2.1.3 Properties of entropy
2.1.4 Joint entropy and conditional entropy
2.1.5 Properties of joint and conditional entropy
2.2 Mutual information
2.2.1 Properties of m
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Chapter 2:Information Measures for Discrete Systems
2.4 Data processing inequality
2.5 Fano’s inequality
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Chapter 2:Information Measures for Discrete Systems
2.6 Divergence and variational distance
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Chapter 2:Information Measures for Discrete System
2.7 Convexity/concavity of information measures
2.8 Fundamentals of hypothesis testing
2.9 R´enyi’s information measures
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Chapter 3:Lossless Data Compression
3.1 Principles of data compression
3.2.1 Block codes for DMS
3.2.2 Block Codes for Stationary Ergodic Sources
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Chapter 3:Lossless Data Compression
3.3 Variable-Length Code for Lossless Data Comp.
3.3.1 Non-singular Codes and Uniquely Decodable Codes
3.3.2 Prefix or Instantaneous Codes
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Chapter 3:Lossless Data Compression
3.3.3 Examples of Binary Prefix Codes
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Chapter 3:Lossless Data Compression
3.3.4 Universal Lossless Variable-Length Codes
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Chapter 4:Data Transmission and Channel Capacity
4.3 Block codes for data transmission over DMCs(1/3)
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Chapter 4:Data Transmission and Channel Capacity
4.3 Block codes for data transmission over DMCs(2/3)
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Chapter 4:Data Transmission and Channel Capacity
4.3 Block codes for data transmission over DMCs(3/3)
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Chapter 4:Data Transmission and Channel Capacity
4.5 Calculating channel capacity
4.5.1 Symmetric, Weakly Symmetric, and Quasi-symmetric Channels
4.5.2 Karuch-Kuhn-Tucker cond. for chan. capacity
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Chapter 4:Data Transmission and Channel Capacity
4.4 Example of Polar Codes for the BEC
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Chapter 4:Data Transmission and Channel Capacity
4.6 Lossless joint source-channel coding and Shannon’s separation principle
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Chapter 5:Differential Entropy and Gaussian Channels
5.1 Differential entropy
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Chapter 5:Differential Entropy and Gaussian Channels
5.1 Differential entropy
5.2 Joint & cond. diff. entrop., diverg. & mutual info
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Chapter 5:Differential Entropy and Gaussian Channels
5.3 AEP for continuous memoryless sources
5.4 Capacity for discrete memoryless Gaussian chan
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Chapter 5:Differential Entropy and Gaussian Channels
5.5 Capacity of Uncorrelated Parallel Gaussian Chan
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Chapter 5:Differential Entropy and Gaussian Channels
5.6 Capacity of correlated parallel Gaussian channels
5.7 Non-Gaussian discrete-time memoryless channels
5.8 Capacity of band-limited white Gaussian channel
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Chapter 6:Lossy Data Compression and Transmission
6.1.1 Motivation
6.1.2 Distortion measures
6.1.3 Frequently used distortion measures
6.2 Fixed-length lossy data compression
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Chapter 6:Lossy Data Compression and Transmission
6.3 Rate-distortion theorem
AEP for distortion typical set
Shannon’s lossy source coding theorem
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Chapter 6:Lossy Data Compression and Transmission
6.4 Calculation of the rate-distortion function
6.4.2 Rate distortion func / the squared error dist
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Chapter 6:Lossy Data Compression and Transmission
6.5 Lossy joint source-channel coding theorem
6.6 Shannon limit of communication systems(1/2)
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Chapter 6:Lossy Data Compression and Transmission
6.6 Shannon limit of communication systems(2/2)
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Preface and Introduction
Chapter 1:Generalized Information Measures for Arbitrary Systems with Memory
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Chapter 2:General Data Compression TheoremsWatch OnlineMP4 Download
Chapter 3:Measure of Randomness for Stochastic ProcessesWatch OnlineMP4 Download
Chapter 4:Channel Coding Theorems and Approximations of Output Statistics for Arbitrary ChannelsWatch OnlineMP4 Download

課程目標

The purpose of this course is to present a concise, yet mathematically rigorous, introduction to the main pillars of information theory. It thus naturally focuses on the foundational concepts and indispensable results of the subject for single-user systems, where a single data source or message needs to be reliably processed and communicated over a noiseless or noisy point-to-point channel.

At the first part of this course, six meticulously core chapters with accompanying problems, emphasizing the key topics of information measures, lossless and lossy data compression, channel coding, and joint source-channel coding. Two appendices covering necessary and supplementary material in real analysis and in probability and stochastic processes are included.

At the second part of the course, advanced topics concerning the information theoretic limits of discrete-time single-user stochastic systems with arbitrary statistical memory (i.e., systems that are not necessarily stationary, ergodic or information stable) will be covered.

 

課程書目

Fady Alajaji and Po-Ning Chen, An Introduction to Single-User Information Theory, Springer, July 2018.

The following is a list of recommended references:
1. A Student’s Guide to Coding and Information Theory, Stefan M. Moser and Po-Ning Chen, Cambridge University Press, January 2012.
2. Elements of Information Theory, Thomas M. Cover and Joy A. Thomas, 2nd edition, John Wiley & Sons, Inc., July 2006.
3. A First Course in Information Theory (Information Technology: Transmission, Processing, and Storage), Raymond W. Yeung, Plenum Pub Corp., May 2002.
4. Principles and Practices of Information Theory, Richard E. Blahut, Addison Wesley, 1988.
5. Information Theory and Reliable Communication, Robert G. Gallager, 1985.
6. Information Theory, Robert B. Ash, Dover Publications, Inc., 1965.
7. Mathematical Foundations of Information Theory, A. I. Khinchin, Dover Publications, Inc., 1957.

 

評分標準

項目百分比
期中考50%
期末考50%

本課程行事曆提供課程進度與考試資訊參考。

學期週次
上課日期
參考課程進度

第一週

2019/02/22
  • A coherent introduction of the primary principles of single-user information theory
第二週2019/03/01
  • Holiday
第三週2019/03/08
  • Overview in the subjects of suprema, limits, probability and random processes (e.g., random variables, statistical properties of random processes, Markov chains, convergence of sequences of random variables, ergodicity and laws of large numbers, central limit theorem, concavity and convexity, Jensen’s inequality, Lagrange multipliers, and the Karush–Kuhn–Tucker (KKT) conditions for constrained optimization problems) 
第四週2019/03/15
  • Information measures for discrete systems and their properties (self-information, entropy, mutual information and divergence, data processing theorem, Fano’s inequality, Pinsker’s inequality, simple hypothesis testing, Neyman–Pearson lemma, Chernoff–Stein lemma, and Rényi’s information measures) 
第五週2019/03/22
  • Fundamentals of lossless source coding (i.e., data compression): discrete memoryless sources, fixed-length (block) codes for asymptotically lossless compression, AEP, fixed-length source coding theorems for memoryless and stationary ergodic sources, entropy rate and redundancy, variable-length codes for lossless compression, variable-length source coding theorems for memoryless and stationary sources, prefix codes, Kraft inequality, Huffman codes, Shannon–Fano–Elias codes, and Lempel–Ziv codes 
第六週2019/03/29
  • Fundamentals of lossless source coding (i.e., data compression): discrete memoryless sources, fixed-length (block) codes for asymptotically lossless compression, AEP, fixed-length source coding theorems for memoryless and stationary ergodic sources, entropy rate and redundancy, variable-length codes for lossless compression, variable-length source coding theorems for memoryless and stationary sources, prefix codes, Kraft inequality, Huffman codes, Shannon–Fano–Elias codes, and Lempel–Ziv codes
第七週2019/04/05
  • Holiday
第八週2019/04/12
  • Fundamentals of channel coding: discrete memoryless channels, block codes for data transmission, channel capacity, coding theorem for discrete memoryless channels, calculation of channel capacity, channels with symmetric structures, lossless joint source–channel coding, and Shannon’s separation principle
第九週2019/04/19
  • Fundamentals of channel coding: discrete memoryless channels, block codes for data transmission, channel capacity, coding theorem for discrete memoryless channels, calculation of channel capacity, channels with symmetric structures, lossless joint source–channel coding, and Shannon’s separation principle
第十週2019/04/26
  • Midterm Exam
第十一週2019/05/03
  • Information measures for continuous alphabet systems and Gaussian channels: differential entropy, mutual information and divergence, AEP for continuous memoryless sources, capacity and channel coding theorem of discrete-time memoryless Gaussian channels, capacity of uncorrelated parallel Gaussian channels and the water-filling principle, capacity of correlated Gaussian channels, non-Gaussian discrete-time memoryless channels, and capacity of band-limited (continuous-time) white Gaussian channels
第十二週2019/05/10
  • Fundamentals of lossy source coding and joint source–channel coding: distortion measures, rate–distortion theorem for memoryless sources, rate–distortion theorem for stationary ergodic sources, rate–distortion function and its properties, rate–distortion function for memoryless Gaussian sources, lossy joint source–channel coding theorem, and Shannon limit of communication systems
第十三週2019/05/17
  • Fundamentals of lossy source coding and joint source–channel coding: distortion measures, rate–distortion theorem for memoryless sources, rate–distortion theorem for stationary ergodic sources, rate–distortion function and its properties, rate–distortion function for memoryless Gaussian sources, lossy joint source–channel coding theorem, and Shannon limit of communication systems
第十四週2019/05/24
  • General information measure: Information spectrum and Quantile and their properties
第十五週2019/05/31
  • Advanced topics of losslesss data compression: Fixed-length lossless data compression theorem for arbitrary channels, variable-length lossless data compression theorem for arbitrary channels
第十六週2019/06/07
  • Holiday

Laboratory Manuals

章節
下載連接
Overview : The philosophy behind information theory Chapter 1 IntroductionPDF
Appendix A Overview on Suprema and LimitsPDF
Appendix B Overview in Probability and Random ProcessesPDF
Chapter 2 Information Measures for Discrete SystemsPDF
Chapter 3 Lossless Data CompressionPDF
Chapter 4 Data Transmission and Channel CapacityPDF
Chapter 5 Differential Entropy and Gaussian ChannelsPDF
Chapter 6 Lossy Data Compression and TransmissionPDF
Preface and IntroductionPDF
Chapter 1 Generalized Information Measures for Arbitrary Systems with MemoryPDF
Chapter 2 General Data Compression TheoremsPDF
Chapter 3 Measure of Randomness for Stochastic ProcessesPDF
Chapter 4 Channel Coding Theorems and
Approximations of Output Statistics for
Arbitrary Channels
PDF