TITLE: Books to develop a unified view of statistics and information theory?
QUESTION [7 upvotes]: I hope to understand the connection between statistics and information theory in a deep philosophical sense.
I suppose the best place to start would be David MacKay's Information Theory, Inference, and Learning Algorithms, but I was curious what else there may be. Are there any other good books out there like this? What are your recommendations?

REPLY [3 votes]: The booklength tutorial by Shannon award winner Imre Csiszár and Paul Shields is freely available online here:
Information Theory and Statistics: A Tutorial
I. Csiszár, Rényi Institute of Mathematics, Hungarian Academy of Sciences
There is also an  article in the International Encyclopeadia of Statistical Science by E. Haroutunian which seems to be behind a paywall.