Statistical Information Theory

Education facts

Code: 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.

Entry requirements

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

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Statistical Information Theory

  Stockholm University

  Start date: 3 November 2025

  End date: 18 January 2026

  Pace of study: 50 %