This new and updated textbook is an excellent way to introduce probability and information theory to students new to mathematics, computer science, engineering, statistics, economics, or business studies. Only requiring knowledge of basic calculus, it begins by building a clear and systematic foundation to probability and information. Classic topics covered include discrete and continuous random variables, entropy and mutual information, maximum entropy methods, the central limit theorem and the coding and transmission of information. Newly covered for this edition is modern material on Markov chains and their entropy. Examples and exercises are included to illustrate how to use the theory in a wide range of applications, with detailed solutions to most exercises available online for instructors.

Information theory and inference, taught together in this exciting textbook, lie at the heart of many important areas of modern technology - communication, signal processing, data mining, machine learning, pattern recognition, computational neuroscience, bioinformatics and cryptography. The book introduces theory in tandem with applications. Information theory is taught alongside practical communication systems such as arithmetic coding for data compression and sparse-graph codes for error-correction. Inference techniques, including message-passing algorithms, Monte Carlo methods and variational approximations, are developed alongside applications to clustering, convolutional codes, independent component analysis, and neural networks. Uniquely, the book covers state-of-the-art error-correcting codes, including low-density-parity-check codes, turbo codes, and digital fountain codes - the twenty-first-century standards for satellite communications, disk drives, and data broadcast. Richly illustrated, filled with worked examples and over 400 exercises, some with detailed solutions, the book is ideal for self-learning, and for undergraduate or graduate courses. It also provides an unparalleled entry point for professionals in areas as diverse as computational biology, financial engineering and machine learning.

This monograph offers a new foundation for information theory that is based on the notion of information-as-distinctions, being directly measured by logical entropy, and on the re-quantification as Shannon entropy, which is the fundamental concept for the theory of coding and communications. Information is based on distinctions, differences, distinguishability, and diversity. Information sets are defined that express the distinctions made by a partition, e.g., the inverse-image of a random variable so they represent the pre-probability notion of information. Then logical entropy is a probability measure on the information sets, the probability that on two independent trials, a distinction or “dit” of the partition will be obtained. The formula for logical entropy is a new derivation of an old formula that goes back to the early twentieth century and has been re-derived many times in different contexts. As a probability measure, all the compound notions of joint, conditional, and mutual logical entropy are immediate. The Shannon entropy (which is not defined as a measure in the sense of measure theory) and its compound notions are then derived from a non-linear dit-to-bit transform that re-quantifies the distinctions of a random variable in terms of bits—so the Shannon entropy is the average number of binary distinctions or bits necessary to make all the distinctions of the random variable. And, using a linearization method, all the set concepts in this logical information theory naturally extend to vector spaces in general—and to Hilbert spaces in particular—for quantum logical information theory which provides the natural measure of the distinctions made in quantum measurement. Relatively short but dense in content, this work can be a reference to researchers and graduate students doing investigations in information theory, maximum entropy methods in physics, engineering, and statistics, and to all those with a special interest in a new approach to quantum information theory.

First comprehensive introduction to information theory explores the work of Shannon, McMillan, Feinstein, and Khinchin. Topics include the entropy concept in probability theory, fundamental theorems, and other subjects. 1957 edition.