Heavy-Tailed Principle Component Analysis

Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise. While numerous robust PCA variants have been proposed, most either assume finite variance, rely on sparsity-driven decompositions, or address robustness through surrogate loss functions without a unified treatment of infinite-variance models. In this paper, we study PCA for high-dimensional data generated according to a superstatistical dependent model of the form $\mathbf{X} = A^{1/2}\mathbf{G}$, where $A$ is a positive random scalar and $\mathbf{G}$ is a Gaussian vector. This framework captures a wide class of heavy-tailed distributions, including multivariate $t$ and sub-Gaussian $α$-stable laws. We formulate PCA under a logarithmic loss, which remains well defined even when moments do not exist. Our main theoretical result shows that, under this loss, the principal components of the heavy-tailed observations coincide with those obtained by applying standard PCA to the covariance matrix of the underlying Gaussian generator. Building on this insight, we propose robust estimators for this covariance matrix directly from heavy-tailed data and compare them with the empirical covariance and Tyler's scatter estimator. Extensive experiments, including background denoising tasks, demonstrate that the proposed approach reliably recovers principal directions and significantly outperforms classical PCA in the presence of heavy-tailed and impulsive noise, while remaining competitive under Gaussian noise.

THz-Band Near-Field RIS Channel Modeling for Linear Channel Estimation

Reconfigurable intelligent surface (RIS)-aided terahertz (THz)-band communications are promising enablers for future wireless networks. However, array densification at high frequencies introduces significant challenges in accurate channel modeling and estimation, particularly with THz-specific fading, mutual coupling (MC), spatial correlation, and near-field effects. In this work, we model THz outdoor small-scale fading channels using the mixture gamma (MG) distribution, considering absorption losses, spherical wave propagation, MC, and spatial correlation across large base stations and RISs. We derive the distribution of the cascaded RIS-aided channel and investigate linear channel estimation techniques, analyzing the impact of various channel parameters. Numerical results based on precise THz parameters reveal that accounting for spatial correlation, MC, and near-field modeling substantially enhances estimation accuracy, especially in ultra-massive arrays and short-range scenarios. These results underscore the importance of incorporating these effects for precise, physically consistent channel modeling.

A Framework for Robust Lossy Compression of Heavy-Tailed Sources

We study the rate-distortion problem for both scalar and vector memoryless heavy-tailed $\alpha$-stable sources ($0 < \alpha < 2$). Using a recently defined notion of ``strength" as a power measure, we derive the rate-distortion function for $\alpha$-stable sources subject to a constraint on the strength of the error, and show it to be logarithmic in the strength-to-distortion ratio. We showcase how our framework paves the way to finding optimal quantizers for $\alpha$-stable sources and more generally to heavy-tailed ones. In addition, we study high-rate scalar quantizers and show that uniform ones are asymptotically optimal under the strength measure. We compare uniform Gaussian and Cauchy quantizers and show that more representation points for the Cauchy source are required to guarantee the same quantization quality. Our findings generalize the well-known rate-distortion and quantization results of Gaussian sources ($\alpha = 2$) under a quadratic distortion measure.