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.gitignore
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@@ -332,3 +332,4 @@ TSWLatexianTemp*
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# End of https://www.toptal.com/developers/gitignore/api/latex,visualstudiocode
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# End of https://www.toptal.com/developers/gitignore/api/latex,visualstudiocode
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bib
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bib
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*.*-SAVE-ERROR
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compression.tex
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compression.tex
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correction.tex
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correction.tex
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crypto.tex
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crypto.tex
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35
entropy.bib
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entropy.bib
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@@ -0,0 +1,35 @@
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@misc{ enwiki:shannon-hartley,
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author = "{Wikipedia contributors}",
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title = "Shannon–Hartley theorem --- {Wikipedia}{,} The Free Encyclopedia",
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year = "2025",
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url = "https://en.wikipedia.org/w/index.php?title=Shannon%E2%80%93Hartley_theorem&oldid=1316080633",
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note = "[Online; accessed 29-October-2025]"
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}
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@misc{ enwiki:noisy-channel,
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author = "{Wikipedia contributors}",
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title = "Noisy-channel coding theorem --- {Wikipedia}{,} The Free Encyclopedia",
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year = "2025",
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url = "https://en.wikipedia.org/w/index.php?title=Noisy-channel_coding_theorem&oldid=1285893870",
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note = "[Online; accessed 29-October-2025]"
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}
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@misc{ enwiki:source-coding,
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author = "{Wikipedia contributors}",
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title = "Shannon's source coding theorem --- {Wikipedia}{,} The Free Encyclopedia",
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year = "2025",
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url = "https://en.wikipedia.org/w/index.php?title=Shannon%27s_source_coding_theorem&oldid=1301398440",
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note = "[Online; accessed 29-October-2025]"
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}
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@misc{ dewiki:nyquist-shannon,
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author = "Wikipedia",
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title = "Nyquist-Shannon-Abtasttheorem --- Wikipedia{,} die freie Enzyklopädie",
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year = "2025",
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url = "https://de.wikipedia.org/w/index.php?title=Nyquist-Shannon-Abtasttheorem&oldid=255540066",
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note = "[Online; Stand 29. Oktober 2025]"
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}
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@misc{ enwiki:information-content,
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author = "{Wikipedia contributors}",
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title = "Information content --- {Wikipedia}{,} The Free Encyclopedia",
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year = "2025",
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url = "https://en.wikipedia.org/w/index.php?title=Information_content&oldid=1313862600",
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note = "[Online; accessed 29-October-2025]"
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}
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entropy.tex
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entropy.tex
@@ -2,14 +2,20 @@
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\usepackage[utf8x]{inputenc}
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\usepackage[utf8x]{inputenc}
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\usepackage[margin=1in]{geometry} % Adjust margins
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\usepackage[margin=1in]{geometry} % Adjust margins
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\usepackage{caption}
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\usepackage{caption}
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\usepackage{wrapfig}
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\usepackage{subcaption}
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\usepackage{subcaption}
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\usepackage{parskip} % dont indent after paragraphs, figures
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\usepackage{parskip} % dont indent after paragraphs, figures
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\usepackage{xcolor}
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\usepackage{xcolor}
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%\usepackage{csquotes} % Recommended for biblatex
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\usepackage{tikz}
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\usepackage{tikz}
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\usepackage{pgfplots}
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\usetikzlibrary{positioning}
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\usepackage{float}
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\usepackage{float}
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\usepackage{amsmath}
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\usepackage{amsmath}
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\PassOptionsToPackage{hyphens}{url}
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\PassOptionsToPackage{hyphens}{url}
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\usepackage{hyperref} % allows urls to follow line breaks of text
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\usepackage{hyperref} % allows urls to follow line breaks of text
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\usepackage[style=ieee, backend=biber, maxnames=1, minnames=1]{biblatex}
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\addbibresource{entropy.bib}
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@@ -26,8 +32,9 @@ Originating in classical thermodynamics,
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over time it has been applied in different sciences such as chemistry and information theory.
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over time it has been applied in different sciences such as chemistry and information theory.
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%As the informal concept of entropy gains popularity, its specific meaning can feel far-fetched and ambiguous.
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%As the informal concept of entropy gains popularity, its specific meaning can feel far-fetched and ambiguous.
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The name 'entropy' was first coined by german physicist \textit{Rudolf Clausius} in 1865
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The name 'entropy' was first coined by german physicist \textit{Rudolf Clausius} in 1865
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while postulating the second law of thermodynamics.
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while postulating the second law of thermodynamics, one of 3(4)
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The laws of thermodynamics are based on universal observation regarding heat and energy conversion.
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laws of thermodynamics based on universal observation regarding heat and energy conversion.
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Specifically, the second law states that not all thermal energy can be converted into work in a cyclic process.
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Specifically, the second law states that not all thermal energy can be converted into work in a cyclic process.
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Or, in other words, that the entropy of an isolated system cannot decrease,
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Or, in other words, that the entropy of an isolated system cannot decrease,
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as they always tend toward a state of thermodynamic equilibrium where entropy is highest for a given internal energy.
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as they always tend toward a state of thermodynamic equilibrium where entropy is highest for a given internal energy.
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@@ -42,15 +49,312 @@ that is still in use in information theory today.
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\begin{equation}
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\begin{equation}
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S = -k_B \sum_i p_i \ln(p_i)
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S = -k_B \sum_i p_i \ln(p_i)
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\end{equation}
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\end{equation}
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It gives statical meaning to the macroscopical phenomenon by defining the entropy $S$ of a macrostate as
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It gives statistical meaning to the macroscopic phenomenon of classical thermodynamics
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by defining the entropy $S$ of a macrostate as
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the result of probabilities $p_i$ of all its constituting micro states.
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the result of probabilities $p_i$ of all its constituting micro states.
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$k_B$ refers to the Boltzmann constant, which he himself did not determine but is part of todays SI system.
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\section{Shannon's axioms}
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\textit{Claude Shannon} adapted the concept of entropy to information theory.
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In an era of advancing communication technologies, the question he addressed was of increasing importance:
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How can messages be encoded and transmitted efficiently?
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He proposed 3(4) axioms a measure of information would have to comply with:
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\begin{enumerate}
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\item $I(1) = 0$: events that always occur do not communicate information.
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\item $ I'(p) \leq 0$ is monotonically decreasing in p: an increase in the probability of an event
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decreases the information from an observed event, and vice versa.
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\item $I(p_1 \cdot p_2) = I(p_1) + I(p_2)$: the information learned from independent events
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is the sum of the information learned from each event.
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\item $I(p)$ is a twice continuously differentiable function of p.
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\end{enumerate}
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As a measure, Shannon's formula uses the \textit{Bit}, quantifying the efficiency of codes
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and media for transmission and storage.
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In information theory, entropy can be understood as the expected information of a message.
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\begin{equation}
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H = E(I) = - \sum_i p_i \log_2(p_i)
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\label{eq:entropy-information}
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\end{equation}
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This leaves $ I =log(1/p_i) = - log_2(p_i)$, implying that an unexpected message (low probability) carries
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more information than one with higher probability.
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Intuitively, we can imagine David A. Johnston, a volcanologist reporting day after day that there is no
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activity on Mount St. Helens. After a while, we grow to expect this message because it is statistically very likely
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that tomorrows message will be the same. When some day we get the message 'Vancouver! This is it!' it carries a lot of information
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not only semantically (because it announces the eruption of a volcano) but statistically because it was very unlikely
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given the transmission history.
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However, uncertainty (entropy) in this situation would be relatively low.
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Because we attach high surprise only to the unlikely message of an eruption, the significantly more likely message
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carries less information - we already expected it before it arrived.
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Putting the axioms and our intuitive understanding of information and uncertainty together,
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we can see the logarithmic decay of information transported by a message as its probability increases in \autoref{fig:graph-information},
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as well as the entropy for a 2-event source given by solving \autoref{eq:entropy-information} for $i=2$, resulting in
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$-p * \log_2(p) - (1-p) * \log_2(1-p) $.
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\begin{figure}[H]
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\begin{minipage}{.5\textwidth}
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\begin{tikzpicture}
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\begin{axis}[
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domain=0:1,
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samples=100,
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axis lines=middle,
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xlabel={$p$},
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ylabel={Information [bits]},
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xmin=0, xmax=1,
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ymin=0, ymax=6.1,
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grid=both,
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width=8cm,
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height=6cm,
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every axis x label/.style={at={(current axis.right of origin)}, anchor=west},
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every axis y label/.style={at={(current axis.above origin)}, anchor=south},
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]
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\addplot[thick, blue] {-log2(x)};
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\end{axis}
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\end{tikzpicture}
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\caption{Information contained in a message depending on its probability $p$}
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\label{fig:graph-information}
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\end{minipage}
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\begin{minipage}{.5\textwidth}
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\begin{tikzpicture}
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\begin{axis}[
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domain=0:1,
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samples=100,
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axis lines=middle,
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xlabel={$p$},
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ylabel={Entropy [bits]},
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xmin=0, xmax=1,
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ymin=0, ymax=1.1,
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xtick={0,0.25,0.5,0.75,1},
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grid=both,
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width=8cm,
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height=6cm,
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every axis x label/.style={at={(current axis.right of origin)}, anchor=west},
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every axis y label/.style={at={(current axis.above origin)}, anchor=south},
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]
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\addplot[thick, blue] {-x * log2(x) - (1-x) * log2(1-x)};
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\end{axis}
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\end{tikzpicture}
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\caption{Entropy of an event source with two possible events, depending on their probabilities $(p, 1-p)$}
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\label{fig:graph-entropy}
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\end{minipage}
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\end{figure}
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The base 2 is chosen for the logarithm as our computers rely on a system of the same base, but theoretically
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arbitrary bases can be used as they are proportional according to $\log_a b = \frac{\log_c b}{\log_c a} $.
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Further, the $\log_2$ can be intuitively understood for an event source with $2^n$ possible outcomes -
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using standard binary coding, we can easily see that a message has to contain $\log_2(2^n) = n$ Bits
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in order to be able to encode all possible outcomes.
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For numbers where $a \neq 2^n$ such as $a=10$, it is easy to see that there exists a number $a^k = 2^n$
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which defines a message size that can encode the outcomes of $k$ event sources with $a$ outcomes each,
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leaving the required Bits per event source at $\log_2(a^k) \div k = \log_2(a)$.
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\section{Definitions across disciplines}
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%- bedingte Entropie
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%- bedingte Entropie
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%- Redundanz
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%- Redundanz
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%- Quellentropie
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%- Quellentropie
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\section{Shannon Axioms}
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\section{Applications}
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\section{Coding of a source of an information and communication channel}
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\subsection{Decision Trees}
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A decision tree is a supervised learning approach commonly used in machine learning.
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The goal is to create an algorithm, i.e a series of questions to pose to new data (input variables)
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in order to predict the target variable, a class label.
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Graphically, each question can be visualized as a node in a tree, splitting the dataset into two or more groups.
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This process is applied to the source set and then its resulting sets in a process called \textit{recursive partitioning}.
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Once a leaf is reached, the class of the input has been successfully determined.
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In order to build the shallowest possible trees, we want to use input variables that minimize uncertainty.
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While other measures for the best choice such as the \textit{Gini coefficient} exist,
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entropy is a popular measure used in decision trees.
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Using what we learned about entropy, we want the maximum decrease in entropy of our target variable,
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as explained in~\autoref{ex:decisiontree}.
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\begin{figure}[H]
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\centering
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\begin{minipage}{.3\textwidth}
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\begin{tabular}{c|c|c}
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& hot & cold \\
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\hline
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rain &4 &5 \\
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\hline
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no rain & 3 & 2 \\
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\end{tabular}
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\end{minipage}
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\begin{minipage}{.6\textwidth}
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When choosing rain as a target variable, the entropy prior to partitioning is $H_{prior} = H(\frac{9}{14},\frac{5}{14})$,
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after partitioning by temperature (hot/cold)$H_{hot}= H(\frac{4}{7}, \frac{3}{7})$
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and $H_{cold}= H(\frac{5}{7}, \frac{2}{7})$ remain.
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This leaves us with an expected entropy of
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$p_{hot} * H_{hot} + p_{cold} * H_{cold} $ .
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The \textbf{information gain} can then be calculated as the difference of entropy proor and post partitioning.
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Since $H_{prior}$ is constant in this equation, it is sufficient to minimize post-partitioning $E[H]$.
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\end{minipage}
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\caption{Example of information gain in decision trees}
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\label{ex:decisiontree}
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\end{figure}
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Advantages of decision trees over other machine learning approaches include low computation cost and
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interpretability, making it a popular choice for many applications.
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However, drawbacks include overfitting and poor robustness, where minimal alterations to training data
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can lead to a change in tree structure.
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\subsection{Cross-Entropy}
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When dealing with two distributions, the \textit{cross-entropy}, also called Kullback-Leibler divergence
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between a true distribution $p$
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and an estimated distribution $q$ is defined as:
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\begin{equation}
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H(p, q) = -\sum_x p(x) \log_2 q(x)
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\end{equation}
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The \textit{Kullback–Leibler divergence} measures how much information is lost when $q$
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is used to approximate $p$:
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\begin{equation}
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D_{KL}(p \| q) = H(p, q) - H(p)
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\end{equation}
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In machine learning, this term appears in many loss/cost functions — notably in classification problems
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(cross-entropy loss) and in probabilistic models such as Variational Autoencoders (VAEs).
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There, the true and predicted label are used as the true and estimated distribution, respectively.
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In a supervised training example, the cross entropy loss degenerates to $-\log(p_{pred i})$ as the
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true label vector is assumed to be the unit vector $e_i$ (one-hot).
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\subsection{Coding}
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The concept of entropy also plays a crucial role in the design and evaluation of codes used for data compression and transmission.
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In this context, \textit{coding} refers to the representation of symbols or messages
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from a source using a finite set of codewords.
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Each codeword is typically composed of a sequence of bits,
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and the design goal is to minimize the average length of these codewords while maintaining unique decodability.
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According to Shannon's source coding theorem, the theoretical lower bound for the average codeword length of a source
|
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is given by its entropy $H$.
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In other words, no lossless coding scheme can achieve an average length smaller than the source entropy when expressed in bits.
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Codes that approach this bound are called \textit{efficient} or \textit{entropy-optimal}.
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A familiar example of such a scheme is \textit{Huffman coding},
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which assigns shorter codewords to more probable symbols and longer ones to less probable symbols,
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resulting in a prefix-free code with minimal expected length.
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Beyond compression, coding is essential for reliable communication over imperfect channels.
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In real-world systems, transmitted bits are often corrupted by noise, requiring mechanisms to detect and correct errors.
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One simple but powerful concept to quantify the robustness of a code is the \textit{Hamming distance}.
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The Hamming distance between two codewords is defined as the number of bit positions in which they differ.
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For example, the codewords $10110$ and $11100$ have a Hamming distance of 2.
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A code with a minimum Hamming distance $d_{min}$ can detect up to $d_{min}-1$ errors
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and correct up to $\lfloor (d_{min}-1)/2 \rfloor$ errors.
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This insight forms the basis of error-correcting codes such as Hamming codes,
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which add redundant bits to data in a structured way that enables the receiver to both identify and correct single-bit errors.
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Thus, the efficiency and reliability of communication systems are governed by a trade-off:
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higher redundancy (lower efficiency) provides greater error correction capability,
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while minimal redundancy maximizes data throughput but reduces error resilience.
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%Coding of a source of an information and communication channel
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% https://www.youtube.com/watch?v=ErfnhcEV1O8
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% relation to hamming distance and efficient codes
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\subsection{Noisy communication channels}
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The noisy channel coding theorem was stated by \textit{Claude Shannon} in 1948, but first rigorous proof was
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provided in 1954 by Amiel Feinstein.
|
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|
One of the important issues Shannon tackled with his 'Mathematical theory of commmunication'
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|
was the insufficient means of transporting discrete data through a noisy channel that were more efficient than
|
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|
the telegram - or, how to communicate reliably over an unreliable channel.
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The means of error correction until then had been limited to very basic means.
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|
\begin{figure}[H]
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\begin{tikzpicture}
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\def\boxw{2.5cm}
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\def\n{5}
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|
\pgfmathsetmacro{\gap}{(\textwidth - \n*\boxw)/(\n-1)}
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% Draw the boxes
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\node (A) at (0, 0) [draw, text width=\boxw, align=center] {Information Source};
|
||||||
|
\node (B) at (\boxw + \gap, 0) [draw, text width=\boxw, align=center] {Transmitter};
|
||||||
|
\node (C) at ({2*(\boxw + \gap)}, 0) [draw, text width=\boxw, align=center] {Channel};
|
||||||
|
\node (N) at ({2*(\boxw + \gap)}, -1) [draw, text width=\boxw, align=center] {Noise};
|
||||||
|
\node (D) at ({3*(\boxw + \gap)}, 0) [draw, text width=\boxw, align=center] {Receiver};
|
||||||
|
\node (E) at ({4*(\boxw + \gap)}, 0) [draw, text width=\boxw, align=center] {Destination};
|
||||||
|
|
||||||
|
% Draw arrows between the boxes
|
||||||
|
\draw[->] (A) -- (B);
|
||||||
|
\draw[->] (B) -- (C);
|
||||||
|
\draw[->] (C) -- (D);
|
||||||
|
\draw[->] (D) -- (E);
|
||||||
|
\draw[->] (N) -- (C);
|
||||||
|
\end{tikzpicture}
|
||||||
|
\caption{Model of a noisy communication channel}
|
||||||
|
\label{fig:noisy-channel}
|
||||||
|
\end{figure}
|
||||||
|
First, analogue connections like the first telephone lines, bypassed the issue altogether and relied
|
||||||
|
on the communicating parties and their brains' ability to filter human voices from the noise that was inevitably transmitted
|
||||||
|
along with the intended signal.
|
||||||
|
After some development, the telegraph in its final form used morse code, a series of long and short clicks, that,
|
||||||
|
together with letter and word gaps, would encode text messages.
|
||||||
|
Even though the long-short coding might appear similar to todays binary coding, the means of error correction were lacking.
|
||||||
|
For a long time, it relied on simply repeating the message multiple times, which is highly inefficient.
|
||||||
|
The destination would then have to determine the most likely intended message by performing a majority vote.
|
||||||
|
One might also propose simply increasing transmitting power, thereby decreasing the error rate of the associated channel.
|
||||||
|
However, the noisy channel coding theorem provides us with a more elegant solution.
|
||||||
|
It is of foundational importance to information theory, stating that given a noisy channel with capacity $C$
|
||||||
|
and information transmitted at rate $R$, there exists an $R<C$ so the error rate at the receiver can be
|
||||||
|
arbitrarily small.
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
\paragraph{Channel capacity and mutual information}
|
||||||
|
For any discrete memoryless channel, we can describe its behavior with a conditional probability distribution
|
||||||
|
$p(y|x)$ — the probability that symbol $y$ is received given symbol $x$ was sent.
|
||||||
|
The \textit{mutual information} between the transmitted and received signals measures how much information, on average, passes through the channel:
|
||||||
|
\begin{equation}
|
||||||
|
I(X;Y) = \sum_{x,y} p(x, y) \log_2 \frac{p(x, y)}{p(x)p(y)} = H(Y) - H(Y|X)
|
||||||
|
\end{equation}
|
||||||
|
The \textit{channel capacity} $C$ is then defined as the maximum achievable mutual information across all possible input distributions:
|
||||||
|
\begin{equation}
|
||||||
|
C = \max_{p(x)} I(X;Y)
|
||||||
|
\end{equation}
|
||||||
|
It represents the highest rate (in bits per symbol) at which information can be transmitted with arbitrarily small error,
|
||||||
|
given optimal encoding and decoding schemes.
|
||||||
|
|
||||||
|
\paragraph{Binary symmetric channel (BSC)}
|
||||||
|
The binary symmetric channel is one example of such discrete memoryless channels, where each transmitted bit
|
||||||
|
has a probability $p$ of being flipped during transmission and a probability $(1-p)$ of being received correctly.
|
||||||
|
|
||||||
|
\begin{figure}[H]
|
||||||
|
\begin{tikzpicture}
|
||||||
|
\def\boxw{2.5cm}
|
||||||
|
\def\n{4}
|
||||||
|
\pgfmathsetmacro{\gap}{(\textwidth - \n*\boxw)/(\n-1)}
|
||||||
|
\node (S) at (0,0) [draw, align=center, text width=\boxw] {Transmitter};
|
||||||
|
\node (S0) at (\boxw + \gap,1) [draw, circle] {0};
|
||||||
|
\node (S1) at (\boxw + \gap,-1) [draw, circle] {1};
|
||||||
|
\node (D0) at ({2*(\boxw + \gap)},1) [draw, circle] {0};
|
||||||
|
\node (D1) at ({2*(\boxw + \gap)},-1) [draw, circle] {1};
|
||||||
|
\node (D) at ({3*(\boxw + \gap)},0) [draw, align=center, text width=\boxw] {Receiver};
|
||||||
|
|
||||||
|
\draw[->] (S) -- (S0);
|
||||||
|
\draw[->] (S) -- (S1);
|
||||||
|
|
||||||
|
\draw[->,dashed] (S0) -- (D0) node[midway, above] {$1-p$};
|
||||||
|
\draw[->,dashed] (S0) -- (D1) node[pos=0.8, above] {$p$};
|
||||||
|
\draw[->,dashed] (S1) -- (D0) node[pos= 0.2, above] {$p$};
|
||||||
|
\draw[->,dashed] (S1) -- (D1) node[midway, below] {$1-p$};
|
||||||
|
|
||||||
|
\draw[->] (D0) -- (D);
|
||||||
|
\draw[->] (D1) -- (D);
|
||||||
|
\end{tikzpicture}
|
||||||
|
\caption{Binary symmetric channel with crossover probability $p$}
|
||||||
|
\label{fig:binary-channel}
|
||||||
|
\end{figure}
|
||||||
|
|
||||||
|
The capacity of the binary symmetric channel is given by:
|
||||||
|
\begin{equation}
|
||||||
|
C = 1 - H_2(p)
|
||||||
|
\end{equation}
|
||||||
|
where $H_2(p) = -p \log_2(p) - (1-p)\log_2(1-p)$ is the binary entropy function.
|
||||||
|
As $p$ increases, uncertainty grows and channel capacity declines.
|
||||||
|
When $p = 0.5$, output bits are completely random and no information can be transmitted ($C = 0$).
|
||||||
|
As already shown in \autoref{fig:graph-entropy}, an error rate over $p > 0.5$ is equivalent to $ 1-p < 0.5$,
|
||||||
|
though not relevant in practice.
|
||||||
|
|
||||||
|
Shannon’s theorem is not constructive as it does not provide an explicit method for constructing such efficient codes,
|
||||||
|
but it guarantees their existence.
|
||||||
|
In practice, structured codes such as Hamming and Reed–Solomon codes are employed to approach channel capacity.
|
||||||
|
|
||||||
|
\printbibliography
|
||||||
|
|
||||||
\end{document}
|
\end{document}
|
||||||
Reference in New Issue
Block a user