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Information Theory

  • Kristian Lindgren

摘要

The basic concepts of information theory are presented. These are all based on a probabilistic description of the system that is observed and characterised. The quantities information, entropy, and relative information are the key concepts that will be used throughout the book. The maximum entropy formalism is introduced, which provides an unbiased probabilistic description of a system, given some knowledge about it. Several examples and problems are provided to help explore and understand the basic concepts.