  We compare the elementary theories of Shannon information and Kolmogorov
complexity, the extent to which they have a common purpose, and where they are
fundamentally different. We discuss and relate the basic notions of both
theories: Shannon entropy versus Kolmogorov complexity, the relation of both to
universal coding, Shannon mutual information versus Kolmogorov (`algorithmic')
mutual information, probabilistic sufficient statistic versus algorithmic
sufficient statistic (related to lossy compression in the Shannon theory versus
meaningful information in the Kolmogorov theory), and rate distortion theory
versus Kolmogorov's structure function. Part of the material has appeared in
print before, scattered through various publications, but this is the first
comprehensive systematic comparison. The last mentioned relations are new.
