Statistics 311/Electrical Engineering 377: Information Theory and Statistics

John Duchi, Stanford University, Fall 2023

Approximate Course Schedule

The syllabus below suggests what will (likely) be our approximate course schedule. We will likely change a few things around as the course continues, and we may even omit topics or add others as the class desires. While we skip some chapters, we encourage students to at least skim through them (for example, Chapter 3 on exponential families will provide useful background, especially if students have not seen them before). When reading is optional (but provides good context), we will add an asterisk (*) to it.

Lecture Date Topics Reading
1 Tue, Sep 26 Overview, basic divergence measures LN 1-2, CT 2*
2 Thu, Sep 28 Chain rules and general divergence measures LN 2, CT 2
3 Tue, Oct 3 Le Cam and Fano inequalities, concentration LN 2, 4.1, RM 2.3
4 Thu, Oct 5 Sub-exponential concentration LN 4.1, 4.2, RM 2.4
5 Tue, Oct 10 Martingale methods and uniformity LN 4.2, 4.3, RM 2
6 Thu, Oct 12 Uniform laws, beginning PAC-Bayes bounds LN 5.1, 5.2
7 Tue, Oct 17 PAC-Bayes bounds and bits of interactive data analysis LN 5.2
8 Thu, Oct 19 Interactive data analysis LN 5.3
9 Tue, Oct 24 Privacy and disclusure limitation LN 7.1, 7.2
10 Thu, Oct 26 Privacy: composition guarantees LN 7.2, 7.3
11 Tue, Oct 31 Privacy: inverse sensitivity LN 7.4
12 Thu, Nov 2 Le Cam/Fano methods LN 8.1–8.4
NA Tue, Nov 7 No class (democracy day)
13 Thu, Nov 9 Assouad's method LN 8.5–8.6
14 Tue, Nov 14 Strong data processing inequalities LN 9.1–9.2
15 Thu, Nov 16 Constrained lower bounds LN 9.1–9.2
16 Tue, Nov 28 Loss functions and entropy LN 11.1–11.3
17 Thu, Nov 30 Calibration and proper losses LN 12.1–12.3
18 Tue, Dec 5 Surrogate risk consistency
19 Thu, Dec 7 Presentations

Abbreviation key