The best information theory books 📚

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,… show more.

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.

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… show more.

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… show more.