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Information Theory

What can be compressed, what can be transmitted reliably, and why -- built on probability and linear algebra, from Shannon's entropy through channel capacity to today's machine-learning applications.

Free to read now, no account needed: Readiness: what information theory leans on. Create a free account to open the other chapters, take the quizzes and keep your progress.

1 The concept of information πŸ”’

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  • Quantifying surprise ~8 min
  • Why probability alone isn't enough (Hartley's measure and its limits) ~9 min
  • Self-information ~10 min
  • Why logarithms ~9 min
  • Choice of base: bits, nats, and other units ~9 min
  • Additivity of information for independent events ~10 min
  • Information and expectation ~10 min
  • A first widget-driven intuition check ~9 min

2 Entropy πŸ”’

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  • Entropy as expected information ~9 min
  • Entropy of a discrete random variable ~9 min
  • The binary entropy function ~8 min
  • Bounds on entropy (0 to log k) ~9 min
  • When entropy is maximized ~9 min
  • When entropy is minimized ~8 min
  • Entropy of common distributions ~10 min
  • Entropy under deterministic transformations ~10 min
  • Entropy and coding, a first preview ~9 min

3 Joint entropy, conditional entropy, and mutual information πŸ”’

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  • Joint entropy ~11 min
  • Conditional entropy ~11 min
  • The chain rule for entropy ~10 min
  • Conditioning reduces entropy ~12 min
  • Entropy of independent variables ~9 min
  • Mutual information, defined two ways ~12 min
  • Mutual information as shared information ~12 min
  • Conditional mutual information ~12 min
  • Mutual information and independence ~9 min
  • The data-processing inequality ~13 min

4 Relative entropy and cross-entropy πŸ”’

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  • Kullback-Leibler divergence ~11 min
  • Gibbs' inequality (non-negativity) ~10 min
  • Why KL divergence isn't a metric ~10 min
  • Asymmetry and the two directions of KL ~10 min
  • Cross-entropy ~10 min
  • The entropy/cross-entropy/KL relationship ~10 min
  • KL divergence in model comparison ~10 min

5 Source coding foundations πŸ”’

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  • Why compression is possible ~11 min
  • Fixed-length vs. variable-length codes ~11 min
  • Prefix (instantaneous) codes ~12 min
  • The Kraft inequality ~12 min
  • The McMillan inequality ~12 min
  • Expected code length and redundancy ~11 min
  • The entropy lower bound ~12 min

6 Huffman, Shannon-Fano, and arithmetic coding πŸ”’

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  • The Huffman algorithm ~11 min
  • Why merging the two least-probable symbols is optimal ~13 min
  • Building and reading a Huffman tree ~10 min
  • When a distribution has more than one optimal tree ~10 min
  • The Shannon-Fano algorithm ~11 min
  • Huffman vs. Shannon-Fano ~10 min
  • Arithmetic coding: the interval-narrowing idea ~11 min
  • Encoding and decoding with arithmetic coding ~12 min
  • Comparing the three methods on one source ~12 min

7 Adaptive and dictionary coding πŸ”’

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  • The problem of unknown source statistics ~9 min
  • Adaptive Huffman coding and the sibling property ~13 min
  • LZ77 ~12 min
  • LZSS ~11 min
  • LZ78 ~12 min
  • LZW ~12 min
  • Dictionary coding in practice (zip, gzip) ~10 min
  • Compression method trade-offs ~11 min

8 The source coding theorem and the AEP πŸ”’

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  • Shannon's source coding theorem, stated ~10 min
  • Typical sequences ~12 min
  • The asymptotic equipartition property, two equivalent forms ~14 min
  • Probability concentration as n grows ~12 min
  • ~2^(nH(X)) typical sequences ~12 min
  • The law of large numbers, revisited ~12 min
  • Entropy as the fundamental compression limit ~14 min
  • Lossless compression in the limit ~12 min

9 Differential entropy and Gaussian information theory πŸ”’

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  • Differential entropy for continuous variables ~11 min
  • Why differential entropy can be negative ~10 min
  • Differential entropy of the uniform distribution ~10 min
  • Differential entropy of the Gaussian ~12 min
  • The Gaussian maximizes entropy for fixed variance ~13 min
  • Joint and vector Gaussian entropy ~13 min
  • Entropy under linear transformations ~12 min
  • Continuous mutual information and relative entropy ~13 min
  • Why Gaussians appear throughout information theory ~11 min

10 Communication channels and channel capacity πŸ”’

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  • The source-encoder-channel-decoder-destination model ~10 min
  • Discrete memoryless channels and transition probabilities ~12 min
  • The binary symmetric channel ~12 min
  • The binary erasure channel ~12 min
  • Errors vs. erasures ~10 min
  • Channel capacity as a mutual-information maximization ~14 min
  • Capacity for symmetric and weakly symmetric channels ~16 min
  • The capacity-achieving input distribution ~14 min
  • Capacity vs. entropy ~10 min
  • Channel capacity as an engineering budget ~12 min

11 The noisy-channel coding theorem πŸ”’

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  • Reliable communication, defined ~16 min
  • Shannon's noisy-channel coding theorem, stated ~16 min
  • Rates below capacity ~18 min
  • Rates above capacity ~16 min
  • Block length and error probability ~16 min
  • Why the theorem is nonconstructive ~15 min

12 Error-correcting and linear codes πŸ”’

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  • Motivation: detecting vs. correcting errors ~9 min
  • Hamming distance and minimum distance ~13 min
  • Repetition and parity codes ~11 min
  • Linear codes as a vector-space idea ~12 min
  • Generator matrices ~12 min
  • Parity-check matrices ~11 min
  • Syndrome decoding ~12 min
  • Hamming codes ~11 min
  • The Hamming, Singleton, Plotkin, and Gilbert-Varshamov bounds ~14 min
  • Convolutional codes, a first look ~11 min
  • CRC and error detection ~12 min

13 Rate-distortion theory and lossy compression πŸ”’

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  • When lossless isn't the goal ~9 min
  • Distortion measures (Hamming, squared error) ~10 min
  • The rate-distortion function ~16 min
  • Quantization ~13 min
  • Vector quantization and transform coding ~12 min
  • The discrete cosine transform ~15 min
  • Rate vs. quality, quantitatively ~12 min
  • JPEG-style compression, conceptually ~14 min

14 Information theory and cryptography πŸ”’

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  • Entropy and secrecy ~12 min
  • Perfect secrecy, defined ~10 min
  • The one-time pad ~13 min
  • Why key length matters ~13 min
  • Information leakage ~12 min
  • Shannon's secrecy result ~11 min

15 Information theory, statistics, and machine learning πŸ”’

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  • Maximum likelihood and information ~14 min
  • The maximum entropy principle ~15 min
  • KL divergence as model fitting ~14 min
  • Cross-entropy loss ~13 min
  • Fisher information ~13 min
  • The Cramer-Rao bound ~15 min
  • Information gain and decision trees ~14 min
  • Mutual information for feature selection ~12 min
  • Softmax and temperature ~13 min
  • The information bottleneck, a first look ~12 min

16 Advanced topics in information theory πŸ”’

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  • The data processing inequality, formalized ~10 min
  • Fano's inequality ~13 min
  • Pinsker's inequality ~12 min
  • Variational inference and the ELBO, a preview ~11 min
  • Network information theory: multiple-access and broadcast channels, a preview ~10 min
  • Distributed source coding, a preview ~10 min
  • Quantum information, a first look ~12 min

17 Capstone: the information transmission lab πŸ”’

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  • Designing a complete communication system ~14 min
  • Trade-offs across source coding, channel coding, and rate ~15 min
  • The capstone lab widget ~18 min