The best information theory books 📚

Browse the best books on information theory as recommended by authors, experts, and creators. Along with notes on why they recommend those books.

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Book cover of Introduction to Information Theory: Symbols, Signals and Noise

Introduction to Information Theory: Symbols, Signals and Noise

By John R. Pierce

Why this book?

Pierce was a contemporary of Claude Shannon (inventor of information theory), so he learned information theory shortly after it was published in 1949. Pierce writes in an informal style, but does not flinch from presenting the fundamental theorems of information theory. Some would say his style is too wordy, and the ratio of words/equations is certainly very high. Nevertheless, this book provides a solid introduction to information theory. It was originally published in 1961, so it is a little dated in terms of topics covered. However, because it was re-published by Dover in 1981, it is also fairly cheap. Overall,…

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The best books on information theory

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Book cover of Elements of Information Theory

Elements of Information Theory

By Thomas M. Cover, Joy A. Thomas

Why this book?

This is the modern standard text on information theory. It is both comprehensive and highly technical. The layout is spacey, and the authors make good use of the occasional diagram to explain geometric aspects of information theory. One feature I really like is the set of historical notes and a summary of equations at the end of each chapter.

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The best books on information theory

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Book cover of Information Theory, Inference and Learning Algorithms

Information Theory, Inference and Learning Algorithms

By David JC MacKay

Why this book?

This is considered to be a modern classic on information theory. It is a fairly readable text that roams far and wide over many topics. MacKay was extraordinarily clever, curious, and generous (which is why he made the book freely available). His wide range of interests included coding theory and artificial neural networks (machine learning), which occupy a few chapters of the book. In describing the difference between Bayesian and frequentist statistical methods, MacKay pulls no punches, and he can be heard laughing through gritted teeth as he tries to make sense of the nonsensical. This is one of those…

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The best books on information theory

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Book cover of The Mathematical Theory of Communication

The Mathematical Theory of Communication

By Claude E. Shannon, Warren Weaver

Why this book?

While studying computer networks, Claude Shannon did something pretty impressive. He reformulated the majority of classical statistics from scratch using the language and concepts of computer science. 

Statistical noise? There’s a new word for that; it’s called entropy. Also, it turns out it is a good thing, not a bad thing because entropy is equal to the information content or a data set. Tired of minimizing the squared error of everything? That’s fine, minimize the log of its likelihood instead. It does the same thing. This book challenges the assumptions of classical statistics in a way that fits neatly…

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The best mathematics books for quant finance

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Book cover of An Introduction to Information Theory

An Introduction to Information Theory

By Fazlollah M. Reza

Why this book?

This is a more comprehensive and mathematically rigorous book than Pierce’s book. For the novice, it should be read-only after first reading Pierce’s more informal text. Due to its vintage, the layout is fairly cramped, but the content is impeccable. At almost 500 pages, it covers a huge amount of material. This was my main reference book on information theory for many years, but it now sits alongside more recent texts, like MacKay’s book (see below). It is also published by Dover, so it is reasonably priced.

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The best books on information theory

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Book cover of The Information: A History, a Theory, a Flood

The Information: A History, a Theory, a Flood

By James Gleick

Why this book?

We are often reminded that we live in the Information Age and this witty, lucid, wide-ranging book tells how that happened and what it means. Ada plays an important role, but it is the stage that matters here. Where did she fit in, how have her ideas helped to create our world? Gleick’s profound erudition equips him to link all the disparate fields that make up Information. Ada, with her appetite for all kinds of ideas, from flight, to rainbows, musical composition, mesmerism, electricity, hydrodynamics, poetry, ethics, and, of course, information, embodies an ongoing transformation of human consciousness.  Gleick introduces…

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The best books about Ada Byron Lovelace

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