Information Theory and Statistical Learning

Fuente: arXiv
Saved in:
Bibliographic Details
Main Author: Gamal, Abbas El
Format: Preprint
Published: 2026
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866914528512442368
author Gamal, Abbas El
author_facet Gamal, Abbas El
contents This manuscript contains preprint of a chapter under consideration for inclusion in the forthcoming third edition of {\em Cover and Thomas's Elements of Information Theory}, posted with permission from Wiley. The table of contents EIT-3 ToC of the new edition can be found at: https://docs.google.com/document/d/1L-m4oQEJw1PJhoxBeMwrrBD8S_HmvzMEkPbYvS24980/edit?usp=sharing . For feedback, please contact abbas@ee.stanford.edu Learning and information theory intersect in both model training and the characterization of fundamental performance limits. This manuscript provides a concise and accessible treatment of the first intersection, requiring only basic background in information theory and statistics at the senior undergraduate or first-year graduate level. End-of-chapter exercises make the material well suited for classroom use as well as self-study. The chapter focuses on the role of divergence measures in model training, with examples ranging from linear and logistic regression to autoregressive models, variational autoencoders, diffusion models, generative adversarial networks, and score-based models. It introduces the evidence lower bound (ELBO), $f$\!-divergences, and the Fisher divergence. In particular, the treatment of the generative diffusion model provides a more systematic and explicit derivation than is typical in the literature.
format Preprint
id arxiv_https___arxiv_org_abs_2605_02989
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Information Theory and Statistical Learning
Gamal, Abbas El
Information Theory
Signal Processing
Machine Learning
60, 62, 68
G.3
This manuscript contains preprint of a chapter under consideration for inclusion in the forthcoming third edition of {\em Cover and Thomas's Elements of Information Theory}, posted with permission from Wiley. The table of contents EIT-3 ToC of the new edition can be found at: https://docs.google.com/document/d/1L-m4oQEJw1PJhoxBeMwrrBD8S_HmvzMEkPbYvS24980/edit?usp=sharing . For feedback, please contact abbas@ee.stanford.edu Learning and information theory intersect in both model training and the characterization of fundamental performance limits. This manuscript provides a concise and accessible treatment of the first intersection, requiring only basic background in information theory and statistics at the senior undergraduate or first-year graduate level. End-of-chapter exercises make the material well suited for classroom use as well as self-study. The chapter focuses on the role of divergence measures in model training, with examples ranging from linear and logistic regression to autoregressive models, variational autoencoders, diffusion models, generative adversarial networks, and score-based models. It introduces the evidence lower bound (ELBO), $f$\!-divergences, and the Fisher divergence. In particular, the treatment of the generative diffusion model provides a more systematic and explicit derivation than is typical in the literature.
title Information Theory and Statistical Learning
topic Information Theory
Signal Processing
Machine Learning
60, 62, 68
G.3
url https://arxiv.org/abs/2605.02989