Speaker: Peter Harremoës
Time and Place:
4pm, 16 January 2013, in Maths Room 203 at 4pm and is followed by a reception at 5pm in the Maths Foyer.
Title: Occam’s Razor in Action – information as link between statistics and probability theory
Abstract: Probability theory and statistics are normally considered as two distinct but related fields of mathematics. In this talk I will demonstrate how ideas from information theory may be used to glue all three fields together.
In the first part of the talk I will discuss some basic but important information theoretic concepts and results like codes, Kraft’s inequality, entropy, information divergence, and rate distortion theory. In the second half of the talk I will give a short overview of the newest results on how all the basic theorems of probability theory can be reformulated so that the results become stronger and so that the proofs become simpler and so that applications become more directly applicable in statistics.
The talk will include the presentation of a number of open problems.