Statistical Information Theory

Utbildningsfakta

Kod: MT7037

The course aims at introducing the fundamental concepts in information theory, their relationship and their contemporary applications in statistics, machine learning, time series analysis, dynamical system, physics, etc. Topics that will be covered in the course include basic concepts of information theory, entropy rates of stochastic process, differential entropy, information flow & causal detection, multivariate dependence and multi-information.

Behörighet

To qualify for the course, knowledge equivalent to Mathematics I, 30 hp (MM2001), Mathematics II - Analysis, Part A, 7,5 hp (MM5010), Mathematics II - Linear Algebra, 7.5 hp (MM5012), Probability theory I, 7,5 hp (MT3001), Statistical analysis, 7,5 hp (MT4001), Stochastic processes and simulation I, 7,5 hp (MT4002), Probability theory II, 7,5 hp (MT5002), Statistical inference theory, 7,5 hp (MT5003), Programming techniques for mathematicians, 7,5 hp (DA2004), and English B/English 6 or the equivalent, is required

Utbildningstillfällen

Varje tillfälle har egna datum och villkor. Avslutade tillfällen behålls som historik och innebär inte att en ny ansökan är öppen.

• Statistical Information Theory

  Stockholm University

  Startdatum: 3 november 2025

  Slutdatum: 18 januari 2026

  Studietakt: 50 %