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.

Diversity Analysis for Indoor Terahertz Communication Systems under Small-Scale Fading

Harnessing diversity is fundamental to wireless communication systems, particularly in the terahertz (THz) band, where severe path loss and small-scale fading pose significant challenges to system reliability and performance. In this paper, we present a comprehensive diversity analysis for indoor THz communication systems, accounting for the combined effects of path loss and small-scale fading, with the latter modeled as an $\alpha-\mu$ distribution to reflect THz indoor channel conditions. We derive closed-form expressions for the bit error rate (BER) as a function of the reciprocal of the signal-to-noise ratio (SNR) and propose an asymptotic expression. Furthermore, we validate these expressions through extensive simulations, which show strong agreement with the theoretical analysis, confirming the accuracy and robustness of the proposed methods. Our results show that the diversity order in THz systems is primarily determined by the combined effects of the number of independent paths, the severity of fading, and the degree of channel frequency selectivity, providing clear insights into how diversity gains can be optimized in high-frequency wireless networks.

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.