This special issue will focus on the intersection of Information theory with estimation and inference. Information Theory has provided powerful tools as well as deep insights into optimal procedures for statistical inference and estimation. The application of these tools include characterization of optimal error probabilities in hypothesis testing, determination of minimax rates of convergence for estimation problems, analysis of message-passing and other efficient algorithms, as well as demonstrating the equivalence of different estimation problems. This issue will illuminate new connections between information theory, statistical inference, and estimation, as well as highlight applications where information-theoretic tools for inference and estimation have proved fruitful in a wide range of areas including signal processing, data mining, machine learning, pattern and image recognition, computational neuroscience, bioinformatics and cryptography.