Icef-dse-2024-fall

General course info

Fall grade = 0.2 Small HAs + 0.2 Group project + 0.3 Midterm + 0.3 Final

We expect 3 practice HA and 3 theory HA.

Lecturer: Boris Demeshev

Class teachers: Yana Khassan, Shuana Pirbudagova

Lecture video recordings

Telegram group

Log Book or Tentative Plan

2024-09-05, lecture 1: Entropy, conditional entropy, joint entropy, mutual information, cross-entropy.

• Cristopher Olah, Visual Information Theory, https://colah.github.io/posts/2015-09-Visual-Information/

• Grand Sanderson, Solving Wordle using information theory, youtube.

• Artem Kirsanov, Key equation behind probability, youtube. Be careful, Artem uses notation H(P, Q) for Cross entropy (we use CE(P||Q)).

• Конспект аналогичной лекции на фкн на русском.

2024-09-12, lecture 2: Expected value of log-likelihood is zero. Expected value calculation example. Optimizing long-run profit. Horse betting: optimal bet under private signal.

• Marcin Anforowicz, Just one more paradox youtube

• Wikipedia, [Kelly Criterion https://en.wikipedia.org/wiki/Kelly_criterion]: a good article

• Kelly, A new interpretation of information rate: original paper, very well written

Past courses

Fall 2023

Fall 2022