Universal Estimation Of Information Measures For Analog Sources

Entropy, mutual information and divergence measure the randomness, dependence and dissimilarity, respectively, of random objects. In addition to their prominent role in information theory, they have found numerous applications, among others, in probability theory statistics, physics, chemistry, molecular biology, ecology, bioinformatics, neuroscience, machine learning, linguistics, and finance. Many of these applications require a universal estimate of information measures which does not assume knowledge of the statistical properties of the observed data. Over the past few decades, several nonparametric algorithms have been proposed to estimate information measures. Universal Estimation of Information Measures for Analog Sources presents a comprehensive survey of universal estimation of information measures for memoryless analog (real-valued or real vector-valued) sources with an emphasis on the estimation of mutual information and divergence and their applications. The book reviews the consistency of the universal algorithms and the corresponding sufficient conditions as well as their speed of convergence. Universal Estimation of Information Measures for Analog Sources provides a comprehensive review of an increasingly important topic in Information Theory. It will be of interest to students, practitioners and researchers working in Information Theory

This book addresses the current status, challenges and future directions of data-driven materials discovery and design. It presents the analysis and learning from data as a key theme in many science and cyber related applications. The challenging open questions as well as future directions in the application of data science to materials problems are sketched. Computational and experimental facilities today generate vast amounts of data at an unprecedented rate. The book gives guidance to discover new knowledge that enables materials innovation to address grand challenges in energy, environment and security, the clearer link needed between the data from these facilities and the theory and underlying science. The role of inference and optimization methods in distilling the data and constraining predictions using insights and results from theory is key to achieving the desired goals of real time analysis and feedback. Thus, the importance of this book lies in emphasizing that the full value of knowledge driven discovery using data can only be realized by integrating statistical and information sciences with materials science, which is increasingly dependent on high throughput and large scale computational and experimental data gathering efforts. This is especially the case as we enter a new era of big data in materials science with the planning of future experimental facilities such as the Linac Coherent Light Source at Stanford (LCLS-II), the European X-ray Free Electron Laser (EXFEL) and MaRIE (Matter Radiation in Extremes), the signature concept facility from Los Alamos National Laboratory. These facilities are expected to generate hundreds of terabytes to several petabytes of in situ spatially and temporally resolved data per sample. The questions that then arise include how we can learn from the data to accelerate the processing and analysis of reconstructed microstructure, rapidly map spatially resolved properties from high throughput data, devise diagnostics for pattern detection, and guide experiments towards desired targeted properties. The authors are an interdisciplinary group of leading experts who bring the excitement of the nascent and rapidly emerging field of materials informatics to the reader.

Table of contents

Written by two distinguished experts in the field of digital communications, this classic text remains a vital resource three decades after its initial publication. Its treatment is geared toward advanced students of communications theory and to designers of channels, links, terminals, modems, or networks used to transmit and receive digital messages. The three-part approach begins with the fundamentals of digital communication and block coding, including an analysis of block code ensemble performance. The second part introduces convolutional coding, exploring ensemble performance and sequential decoding. The final section addresses source coding and rate distortion theory, examining fundamental concepts for memoryless sources as well as precepts related to memory, Gaussian sources, and universal coding. Appendixes of useful information appear throughout the text, and each chapter concludes with a set of problems, the solutions to which are available online.

The latest edition of this classic is updated with new problem sets and material The Second Edition of this fundamental textbook maintains the book's tradition of clear, thought-provoking instruction. Readers are provided once again with an instructive mix of mathematics, physics, statistics, and information theory. All the essential topics in information theory are covered in detail, including entropy, data compression, channel capacity, rate distortion, network information theory, and hypothesis testing. The authors provide readers with a solid understanding of the underlying theory and applications. Problem sets and a telegraphic summary at the end of each chapter further assist readers. The historical notes that follow each chapter recap the main points. The Second Edition features: * Chapters reorganized to improve teaching * 200 new problems * New material on source coding, portfolio theory, and feedback capacity * Updated references Now current and enhanced, the Second Edition of Elements of Information Theory remains the ideal textbook for upper-level undergraduate and graduate courses in electrical engineering, statistics, and telecommunications.

Information Theory and Statistics: A Tutorial is concerned with applications of information theory concepts in statistics, in the finite alphabet setting. The topics covered include large deviations, hypothesis testing, maximum likelihood estimation in exponential families, analysis of contingency tables, and iterative algorithms with an "information geometry" background. Also, an introduction is provided to the theory of universal coding, and to statistical inference via the minimum description length principle motivated by that theory. The tutorial does not assume the reader has an in-depth knowledge of Information Theory or statistics. As such, Information Theory and Statistics: A Tutorial, is an excellent introductory text to this highly-important topic in mathematics, computer science and electrical engineering. It provides both students and researchers with an invaluable resource to quickly get up to speed in the field.

Probability and Statistics theme is a component of Encyclopedia of Mathematical Sciences in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. The Theme with contributions from distinguished experts in the field, discusses Probability and Statistics. Probability is a standard mathematical concept to describe stochastic uncertainty. Probability and Statistics can be considered as the two sides of a coin. They consist of methods for modeling uncertainty and measuring real phenomena. Today many important political, health, and economic decisions are based on statistics. This theme is structured in five main topics: Probability and Statistics; Probability Theory; Stochastic Processes and Random Fields; Probabilistic Models and Methods; Foundations of Statistics, which are then expanded into multiple subtopics, each as a chapter. These three volumes are aimed at the following five major target audiences: University and College students Educators, Professional practitioners, Research personnel and Policy analysts, managers, and decision makers and NGOs