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STATS311

Information Theory and Statistics

Statistics H&S - Humanities & Sciences

Course Description

Information theoretic techniques in probability and statistics. Fano, Assouad,and Le Cam methods for optimality guarantees in estimation. Large deviationsand concentration inequalities (Sanov's theorem, hypothesis testing, theentropy method, concentration of measure). Approximation of (Bayes) optimalprocedures, surrogate risks, f-divergences. Penalized estimators and minimumdescription length. Online game playing, gambling, no-regret learning. Prerequisites: EE 276 (or equivalent) or STATS 300A.

Cross Listed Courses

Grading Basis

ROP - Letter or Credit/No Credit

Min

3

Max

3

Course Repeatable for Degree Credit?

No

Course Component

Lecture

Enrollment Optional?

No

Does this course satisfy the University Language Requirement?

No

Programs

STATS311 is a completion requirement for:
  • (from the following course set: )
  • (from the following course set: )