From: François Fleuret Date: Fri, 19 Jan 2024 07:58:43 +0000 (+0100) Subject: Update. X-Git-Url: https://www.fleuret.org/cgi-bin/gitweb/gitweb.cgi?p=tex.git;a=commitdiff_plain;h=17975bc57934ccede77587cacbe971494316971f Update. --- diff --git a/inftheory.tex b/inftheory.tex index 29b0557..e64fe5b 100644 --- a/inftheory.tex +++ b/inftheory.tex @@ -1,5 +1,9 @@ %% -*- mode: latex; mode: reftex; mode: flyspell; coding: utf-8; tex-command: "pdflatex.sh" -*- +%% Any copyright is dedicated to the Public Domain. +%% https://creativecommons.org/publicdomain/zero/1.0/ +%% Written by Francois Fleuret + \documentclass[10pt,a4paper,twoside]{article} \usepackage[paperheight=18cm,paperwidth=10cm,top=5mm,bottom=20mm,right=5mm,left=5mm]{geometry} %\usepackage[a4paper,top=2.5cm,bottom=2cm,left=2.5cm,right=2.5cm]{geometry} @@ -16,8 +20,6 @@ \usetikzlibrary{tikzmark} \usetikzlibrary{decorations.pathmorphing} \usepackage[round]{natbib} -%\usepackage{cmbright} -%\usepackage{showframe} \usepackage{mleftright} @@ -36,34 +38,26 @@ \def\argmin{\operatornamewithlimits{argmin}} \def\expect{\mathds{E}} -%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -%% The \todo command -\newcounter{nbdrafts} -\setcounter{nbdrafts}{0} -\makeatletter -\newcommand{\checknbdrafts}{ -\ifnum \thenbdrafts > 0 -\@latex@warning@no@line{*WARNING* The document contains \thenbdrafts \space draft note(s)} -\fi} -\newcommand{\todo}[1]{\addtocounter{nbdrafts}{1}{\color{red} #1}} -\makeatother %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \begin{document} Information Theory is awesome so here is a TL;DR about Shannon's entropy. -This field is about quantifying the amount of ``information'' contained -in a signal and how much can be transmitted under certain conditions. +The field is originally about quantifying the amount of +``information'' contained in a signal and how much can be transmitted +under certain conditions. -What makes it awesome IMO is that it is very intuitive, and like thermodynamics in Physics it give exact bounds about what is possible or not. +What makes it awesome IMO is that it is very intuitive, and like +thermodynamics in Physics it give exact bounds about what is possible +or not. \section{Shannon's Entropy} -This is the key concept from which everything is defined. +Shannon's entropy is the key concept from which everything is defined. -Imagine that you have a distribution of probabilities p on a finite -set of symbols and that you generate a stream of symbols by sampling +Imagine that you have a distribution of probabilities $p$ on a finite +set of symbols, and that you generate a stream of symbols by sampling them one after another independently with that distribution. To transmit that stream, for instance with bits over a communication @@ -78,9 +72,9 @@ If the symbol is always the same, you transmit nothing, if they are equiprobable you need $\log_2$(nb symbols) etc. Shannon's Entropy (in base 2) is the minimum number of bits you have -to emit on average to transmit that stream. +to emit on average per symbol to transmit that stream. -It has a simple formula: +It has a simple analytical form: % \[ H(p) = - \sum_k p(k) \log_2 p(k) @@ -91,20 +85,23 @@ where by convention $o \log_2 0 = 0$. It is often seen as a measure of randomness since the more deterministic the distribution is, the less you have to emit. -The codings above are "Huffman coding", which reaches the Entropy -bound only for some distributions. The "Arithmetic coding" does it -always. +The examples above correspond to "Huffman coding", which reaches the +Entropy bound only for some distributions. A more sophisticated scheme +called "Arithmetic coding" does it always. From this perspective, many quantities have an intuitive value. Consider for instance sending pairs of symbols (X, Y). -If these two symbols are independent, you cannot do better than sending one and the other separately, hence +If these two symbols are independent, you cannot do better than +sending one and the other separately, hence % \[ H(X, H) = H(X) + H(Y). \] -However, imagine that the second symbol is a function of the first Y=f(X). You just have to send X since Y can be computed from it on the other side. +However, imagine that the second symbol is a function of the first +Y=f(X). You just have to send X since Y can be computed from it on the +other side. Hence in that case % @@ -198,5 +195,8 @@ minus the entropy of p H(p) = -\sum_x p(x) \log p(x). \] -Notation horror: if $X$ and $Y$ are random variables $H(X, Y)$ is the entropy of their joint law, and if $p$ and $q$ are distributions, $H(p,q)$ is the cross-entropy between them. +Notation horror: if $X$ and $Y$ are random variables $H(X, Y)$ is the +entropy of their joint law, and if $p$ and $q$ are distributions, +$H(p,q)$ is the cross-entropy between them. + \end{document}