[Ml-stat-talks] SAS Fall 2013 - Information theoretic methods in probability

Ramon van Handel rvan at Princeton.EDU
Mon Sep 9 18:51:03 EDT 2013


Dear all,

This semester, we will resume the informal seminar part of the Stochastic 
Analysis Seminar as in the past couple of years.  The topic for this semester 
is information theoretic methods in probability (see below).

We are very lucky that Mokshay Madiman, who is visiting for the semester, has 
graciously agreed to give a series of lectures on this interesting topic at the 
intersection of probability, information theory, and statistics.  Your friendly 
local lecturers are Emmanuel Abbe and yours truly.  A detailed description and 
further information is included below.

The lectures will be held on Thursdays from 4:30-6:00 starting September 19, 
2013 in Bendheim Center classroom 103. Further details/updates will be posted 
on the SAS blog http://blogs.princeton.edu/sas/ .

As always, all are welcome. Looking forward to seeing you at the seminar!

    -- Ramon


Fall 2013: Information theoretic methods in probability

While information theory has traditionally been based on probabilistic methods, 
ideas and methods from information theory have recently played an increasingly 
important role in various areas of probability theory itself (as well as in 
statistics, combinatorics, and other areas of mathematics). The goal of these 
informal lectures is to introduce some topics and tools at the intersection of 
probability theory and information theory.  No prior knowledge of information 
theory will be assumed.  Potential topics include: entropic central limit 
theorems, entropic Poisson approximation, and related information-theoretic and 
probabilistic inequalities; connections to logarithmic Sobolev inequalities and 
Stein's method; entropic inequalities for additive, matroidal, and tree 
structures, and their applications; transportation cost-information 
inequalities and their relation to concentration of measure; basic large 
deviations theory.

Prerequisites: Probability at the level of ORF 526 is assumed.

Time and location: Thursdays, 4:30-6:00, Bendheim Center classroom 103.
The first lecture will be on September 19.  Notes from the lectures, 
announcements and schedule changes will be posted to the stochastic analysis 
seminar blog at http://blogs.princeton.edu/sas/.

References:
* N. Gozlan and C. Leonard, "Transport Inequalities. A Survey"
* O. Johnson, "Information Theory and the Central Limit Theorem"
* M. Ledoux, "The Concentration of Measure Phenomenon"
* C. Villani, "Topics in Optimal Transportation"



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