Universal Schemes in Information Theory

Universal schemes for lossless and lossy compression, channel coding and decoding, prediction, denoising, and filtering. Characterization of performance limitations in the stochastic settting: entropy rate, rate-distortion function, channel capacity, Bayes envelope for prediction, denoising, and filtering. Lempel-Ziv lossless compression, and Lempel-Ziv based schemes for lossy compression, channel coding, prediction, and filtering. Discrete universal denoising. Compression-based approach to denoising. The compound decision problem. Prerequisites: EE276 (Formerly EE376A).