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+%% Any copyright is dedicated to the Public Domain.
+%% https://creativecommons.org/publicdomain/zero/1.0/
+%% Written by Francois Fleuret <francois@fleuret.org>
+
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\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
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)
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
%
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}