EE377
Information Theory and Statistics
Electrical Engineering
ENGR - School of Engineering
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
EE377
is a
completion requirement
for: