This course is a graduate and senior-undergraduate-level introduction to information theory. Information theory is probably the most elegant mathematical theories, with the most direct and significant engineering impacts to our life in the information age. Starting from the first paper by C. E. Shannon in 1948, information theory has found its applications in many areas, including statistics, computer science, biology, economics, etc. Even though the course will attempt to cover as many aspects of information theory as possible, the focus will be on the direct applications of information theory in digital communications.

Arguably the most important part of learning information theory is to learn a new way of thinking about engineering problems. In this sense, this course is beneficial not only to communication majored students, but also to students in other engineering disciplines.

As an advanced course, our lectures proceed with a combination of intuitive thinking and rigorous mathematical treatments. It is hoped that the methodology taught in this course will be helpful in the research of all attendees.

*Prerequisite*: As an advanced course, the assumption is that the students have sufficient training in rigorous mathematical reasoning. Basic knowledge of the probability theory, at the level of ENG 200, is an absolute must. You are recommended to review and evaluate yourself on your fluency of probability and linear algebra using the following text book.

D. Bertsekas and J. Tsitsiklis, Introduction to Probability

*Lecture Hours*: Tuesdays 13:40-16:30, Room 207 and Thursdays 13:40-16:30, Room 207

*Office Hours*: Tuesdays 10:00-12:00 and Thursdays 10:00-12:00

*Textbook*:

Elements of Information Theory, Second Edition, Thomas M. Cover & Joy A. Thomas,Wiley 2006.

*Reference Texts:*:

1. Information Theory and Reliable Communication, Robert G. Gallager, Wiley, 1968.

2. Information Theory, Inference and Learning Algorithms, David J.C. McKay, Cambridge University Press, 2003.

**Tentative Calendar**

Lecture 1. Introduction, Entropy, Mutual Information

Lecture 2. Jensen’s Inequality, Log-Sum Inequality, Data Processing Inequality, Fano’s Inequality

Lecture 3. Markov Chains

Lecture 5. Entropy Rate, Hidden Markov Models

Lecture 6. Asymptotic Equipartition Property

Lecture 7. Data Compression, Kraft Inequality, Optimal Codes

Lecture 8. Huffman Codes, Shannon-Fano-Elias Coding, Arithmetic Coding

Lecture 9. Channel Capacity,Symmetric Channels

Lecture 10. Channel Coding Theorem

Lecture 11. Hamming Codes, Feedback Capacity, Joint Source Channel Coding Theorem

Lecture 12. Differential Entropy

Lecture 13. Gaussian Channel, Band-Limited Channels

Lecture 14. Parallel Gaussian Channels, Channels with Colored Gaussian Noise

Lecture 15. Gaussian Channels with Feedback

Lecture 16. Maximum Entropy Distributions, Spectrum Estimation, Entropy Rates of a Gaussian Process, Burg’s Theorem

Lecture 17. Quantization, Rate Distortion Function

Lecture 18. Rate Distortion Theorem

Lecture 19. Gaussian Multiple User Channels, Multiple Access Channel

Lecture 20. Encoding of Correlated Sources, Slepian-Wolf Encoding and Multiple Access Channels

Lecture 21. Broadcast Channel

Lecture 22. Relay Channel

Lecture 23. Source Coding and Rate Distortion with Side Information

Lecture 24. General Multi-Terminal Networks

Lecture 25. Law of Large Numbers, Universal Source Coding

Lecture 26. Large Deviation Theory, Sanov’s Theorem, Conditional Limit Theorem

Lecture 27. Hypothesis Testing, Stein’s Lemma, Chernoff Bound

Lecture 28. Lempel-Ziv Coding, Cramer-Rao Inequality

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