| Instructor | Ruediger Urbanke | |
| Office | INR 116 | |
| [email protected] | ||
| Office Hours | By appointment |
| Teaching Assistant | Kirill Ivanov |
Office | INR 030 | |||
| Admin Assistant | Muriel Bardet | Office | INR 137 |
| Lectures | Monday | 09:15 – 11:00 | Room: INM200 |
| Friday | 08:15 – 10:00 | Room: INM201 | |
| Exercises | Friday | 10:15 – 12:00 | Room: INM201 |
| Language: | English | |
| Credits : | 6 ECTS |
Official Prerequisites: COM-300 Modèles stochastiques pour les communications (or equivalent)
Here is a link to official coursebook information.
Homework:
Some Homework will be graded…
Grading:
If you do not hand in your final exam your overall grade will be NA. Otherwise, your grade will be determined based on the following weighted average:
10 % for the Homework, 90 % for the Final Exam.
Special Announcements
Last year’s Final exam and Solution.
Detailed Schedule
(tentative, subject to changes)
| Date | Topics Covered | Exercices | Reading | |
|---|---|---|---|---|
| 16/9 | !!! Lundi du Jeûne – public holiday – no course !!! | |||
| 20/9 | General Introduction ; Review Probability Exercise: Review Session (Probability) (ET) |
HW 0 | Handout | |
| Information Measures | Chapter 2 | |||
| 23/9 | Basic Information Measures (ET) | |||
| 27/9 | ||||
| HW 1 | ||||
| 30/9 | ||||
| 04/10 | ||||
| HW 1 | Sol 1 | |||
| Compression and Quantization | Chapter 3 | |||
| 07/10 | Compression and Quantization (ET) | |||
| 11/10 | Compression and Quantization | |||
| HW 2 | ||||
| 14/10 | Compression and Quantization | |||
| 18/10 | Compression and Quantization | |||
| HW 2 | Sol 2 | |||
| Exponential Families | ||||
| 21/10 | Exponential families ; Max Entropy problems (RU) | Chapter 4 | ||
| 25/10 | Boltzmann distribution ; Exponential families | |||
| HW 3 | Sol 3 | |||
| Multi-Arm Bandits | Chapter 5 | |||
| 28/10 | Multi-armed Bandits : Explore & Exploit (RU) | |||
| 01/11 | Multi-armed Bandits : UCB algorithm | |||
| HW 4 | Sol 4 | |||
| 04/11 | Multi-armed Bandits : Converse bound | |||
| 08/11 | Multi-armed Bandits : Variations | |||
| HW 4 | Sol 4 | |||
| Distribution Estimation | ||||
| 11/11 | Distribution Estimation ; Property Testing and Estimation (RU) | Chapter 6 | ||
| 15/11 | Distribution Estimation ; Property Testing and Estimation | |||
| HW 5 | Sol 5 | |||
| 18/11 | Distribution Estimation ; Property Testing and Estimation | |||
| 22/11 | Distribution Estimation ; Property Testing and Estimation | |||
| HW 5 | Sol 5 | |||
| Estimation and Detection | Chapter 7 | |||
| 25/11 | Optimum Detection and Estimation ; MMSE (MG) | |||
| 29/11 | Wiener Filter, LMS Adaptive Filter | |||
| HW 6 | Sol 6 | |||
| 02/12 | Parameter estimation ; Fisher information ; Cramèr-Rao bound | |||
| 06/12 | Information measures, Learning ang Generalization | |||
| HW 6 | Sol 6 | |||
| Signal Representations | Chapter 8 | |||
| 09/12 |
Review Linear Algebra (SVD, Eckart–Young) ; Fourier
|
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| 13/12 | Sparse Fourier ; Hilbert space perspective | |||
| HW 7 | Sol 7 | |||
| 16/12 | Time–Frequency ; Wavelets | |||
| 20/12 | Wavelets ; Data-adaptive Signal Representations | |||
| HW 7 | Sol 7 |