Information Theory and Coding
Principal lecturer: Dr John Daugman
Taken by: Part II
Prerequisite courses: Continuous Mathematics, Probability,
Number of lectures: 16 (Tues, Thurs at 12, Lecture Theatre 2)
The aims of this course are to introduce the principles and applications
of information theory. The course will study how information is measured
in terms of probability and entropy, and the relationships among conditional
and joint entropies; how these are used to calculate the capacity of a
communication channel, with and without noise; coding schemes, including
error correcting codes; how discrete channels and measures of information
generalize to their continuous forms; the Fourier perspective; and extensions
to wavelets, complexity, time series, compression, and efficient coding of
audio-visual information for human perception.
- Overview and historical origins: foundations and uncertainty.
Why the movements and transformations of information, just like those
of a fluid, are law-governed. How concepts of randomness, redundancy,
compressibility, noise, bandwidth, and uncertainty are intricately
connected to information. Origins of these ideas and the various forms
that they take.
- Mathematical foundations; probability rules; Bayes' theorem.
The meanings of probability.
Ensembles, random variables, marginal and conditional probabilities.
How the formal concepts of information are grounded in the principles
and rules of probability.
- Entropies defined, and why they are measures of information.
Marginal entropy, joint entropy, conditional entropy,
and the Chain Rule for entropy. Mutual information between ensembles
of random variables. Why entropy is the fundamental measure of
- Source coding theorem; prefix, variable-, and fixed-length codes.
Symbol codes. The binary symmetric channel. Capacity of a noiseless
discrete channel. Error correcting codes.
- Channel types, properties, noise, and channel capacity.
Perfect communication through a noisy channel. Capacity of a
discrete channel as the maximum of its mutual information over
all possible input distributions.
- Continuous information; density; noisy channel coding theorem.
Extensions of the discrete entropies and measures to the continuous
case. Signal-to-noise ratio; power spectral density. Gaussian channels.
Relative significance of bandwidth and noise limitations.
The Shannon rate limit and efficiency for noisy continuous channels.
- Fourier series, convergence, orthogonal representation.
Generalised signal expansions in vector spaces. Independence.
Representation of continuous or discrete data by complex exponentials.
The Fourier basis. Fourier series for periodic functions. Examples.
- Useful Fourier theorems; transform pairs. Sampling; aliasing.
The Fourier transform for non-periodic functions. Properties of the
transform, and examples. Nyquist's Sampling Theorem derived, and the
cause (and removal) of aliasing.
- Discrete Fourier transform. Fast Fourier Transform Algorithms.
Efficient algorithms for computing Fourier transforms of discrete data.
Computational complexity. Filters, correlation, modulation, demodulation,
- The quantised degrees-of-freedom in a continuous signal.
Why a continuous signal of finite bandwidth and duration has a fixed
number of degrees-of-freedom. Diverse illustrations of the principle
that information, even in such a signal, comes in quantised, countable,
- Gabor-Heisenberg-Weyl uncertainty relation. Optimal ``Logons''.
Unification of the time-domain and the frequency-domain as endpoints
of a continuous deformation. The Uncertainty Principle and its optimal
solution by Gabor's expansion basis of ``logons''. Multi-resolution
wavelet codes. Extension to images, for analysis and compression.
- Kolmogorov complexity and minimal description length.
Definition of the algorithmic complexity of a data sequence, and
its relation to the entropy of the distribution from which the data
was drawn. Shortest possible description length, and fractals.
- Correlation coding.
Random vectors, dependence versus correlation, covariance,
decorrelation, matrix diagonalisation, eigen decomposition,
Karhunen-Loeve transform, principal/independent components
analysis. Relation to orthogonal transform coding using fixed basis
vectors, such as Discrete Cosine Transform.
- Lossy versus lossless compression.
What information is discarded by human senses and can be eliminated by
encoders. Perceptual scales, masking, spatial resolution, colour
coordinates; some demonstration experiments.
- Quantization; image and audio coding standards.
JPEG photographic still-image compression, motion compensation, MPEG
video encoding, MPEG audio encoding. A/u-law coding, delta coding,
linear predictive coding, voice compression, vector quantisation.
At the end of the course students should be able to
- calculate the information content of a random variable
from its probability distribution
- relate the joint, conditional, and marginal entropies
of variables in terms of their coupled probabilities
- define channel capacities and properties using Shannon's Theorems
- construct efficient codes for data on imperfect communication channels
- generalise the discrete concepts to continuous signals on continuous
- understand Fourier Transforms and the main ideas behind efficient
algorithms for them
- describe the information resolution and compression properties of
- understand and explain the limits in human perception
that are exploited for irrelevance-reduction coding
- provide a good overview of the principles and characteristics
of several widely-used compression techniques and standards
for audio-visual signals, and know how to select an appropriate
Cover, T.M. & Thomas, J.A. (1991). Elements of Information
Theory. New York: Wiley.
Classical paper by Claude Shannon (1948) for reference:
"A Mathematical Theory of Communication"
Learning Guide and exercise problems (.pdf format). A .dvi format version
- Past exam questions
Lecture Notes (.pdf format)
- Alternative proof of Kraft-McMillan inequality (.pdf)
- Exercise assignments from the Learning Guide:
- 14 October 2004: Exercises 1 and 2, and 14.A.(1-4)
- 21 October 2004: Exercises 3(A), 7, and 9(A-C)
- 28 October 2004: Exercises 5(A) and 8. Examples Class 1.
- 4 November 2004: Exercises 10 part (3), 12(C), and 13(A-B).
- 11 November 2004: Exercises 3(B), 4, 5(B), and 13(C).
- 18 November 2004: Exercises 6, 9(D-E), 10 part (2), and 11.
- 25 November 2004: Exercises 14(A-C) and 15.
- Material related to the final 4 lectures of this course, to be given by
Dr Markus Kuhn,