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Lecture Notes on statistics and information Theory

Lecture Notes on statistics and information Theory

Lecture Notes on statistics and information Theory

This lecture note navigates through information theory, statistics and measure theory. It covers fundamental concepts such as definitions, chain rules, data processing inequalities, and divergences and extends to optimal procedures, LeCam’s and Fano’s inequalities, and operational results like entropy and source coding. It also focus on exponential families and statistical modeling, fitting procedures, and lower bounds on testing parameters, sub-Gaussian and sub-exponential random variables, martingale methods, uniformity covering topics such as Kullback-Leibler divergence, PAC-Bayes bounds, interactive data analysis, and error bounds.

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s464 Pages
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