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Ibrahim Abou-Faycal

Publications and source records attributed to Ibrahim Abou-Faycal.

13 recordsLinked to original sources

Density Functions and Random Number Generators of $α$-Stable Distributions

Heavy-tailed distributions are increasingly found to better fit empirical data in engineering, finance, physics, network science, and related fields. Among them, $α$-stable distributions play a central role being limiting laws in the generalized central limit theorem: they are expected to be exceptionally good models whenever sums of multiple independent heavy-tailed sources are at play. Despite their theoretical importance, their practical use remains challenging: $α$-stable probability densities generally do not have closed-form expressions, and numerical evaluation and random variate generation can be difficult, especially in the multivariate setting. This paper presents AUB-HTP, a Python package for numerical computation and simulation of $α$-stable distributions. The package provides scalar density evaluation using several complementary methods, including Zolotarev-type integral representations, series formulas, and numerical inversion of characteristic functions. It also provides random variate generation for scalar and multivariate $α$-stable distributions, with support for flexible spectral measures through LePage series representations. Numerical experiments demonstrate that AUB-HTP improves the accuracy, stability, and parameter coverage of existing tools for scalar density computation, while adding new capabilities for multivariate simulation. The package is designed to support reproducible computational work involving heavy-tailed models across a broad range of scientific applications.

cs.MS

Heavy-Tailed Principal 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.

cs.LG

A Framework for Robust Lossy Compression of Heavy-Tailed Sources

We study the rate-distortion problem for both scalar and vector memoryless heavy-tailed $α$-stable sources ($0 < α< 2$). Using a recently defined notion of ``strength" as a power measure, we derive the rate-distortion function for $α$-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 show how our framework paves the way for finding optimal quantizers for $α$-stable sources and other general heavy-tailed ones. In addition, we study high-rate scalar quantizers and show that uniform ones are asymptotically optimal under the error-strength distortion 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 results of rate-distortion and quantization of Gaussian sources ($α= 2$) under a quadratic distortion measure.

cs.IT

On Linear Estimators for some Stable Vectors

We consider the estimation problem for jointly stable random variables. Under two specific dependency models: a linear transformation of two independent stable variables and a sub-Gaussian symmetric $α$-stable (S$α$S) vector, we show that the conditional mean estimator is linear in both cases. Moreover, we find dispersion optimal linear estimators. Interestingly, for the sub-Gaussian (S$α$S) vector, both estimators are identical generalizing the well-known Gaussian result of the conditional mean being the best linear minimum-mean square estimator.

cs.IT

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.

eess.SP

Testing the Isotropic Cauchy Hypothesis

Isotropic $α$-stable distributions are central in the theory of heavy-tailed distributions and play a role similar to that of the Gaussian density among finite second-moment laws. Given a sequence of $n$ observations, we are interested in characterizing the performance of Likelihood Ratio Tests where two hypotheses are plausible for the observed quantities: either isotropic Cauchy or isotropic Gaussian. Under various setups, we show that the probability of error of such detectors is not always exponentially decaying with $n$ with the leading term in the exponent shown to be logarithmic instead and we determine the constants in that leading term. Perhaps surprisingly, the optimal Bayesian probabilities of error are found to exhibit different asymptotic behaviors.

cs.IT

Age Distribution in Arbitrary Preemptive Memoryless Networks

We study the probability distribution of age of information (AoI) in arbitrary networks with memoryless service times. A source node generates packets following a Poisson process, and then the packets are forwarded across the network in such a way that newer updates preempt older ones. This model is equivalent to gossip networks that was recently studied by Yates, and for which he obtained a recursive formula allowing the computation for the average AoI. In this paper, we obtain a very simple characterization of the stationary distribution of AoI at every node in the network. This allows for the computation of the average of an arbitrary function of the age. In particular, we can compute age-violation probabilities. Furthermore, we show how it is possible to use insights from our simple characterization in order to substantially reduce the computation time of average AoIs in some structured networks. Finally, we describe how it is possible to use our characterization in order to obtain faster and more accurate Monte Carlo simulations estimating the average AoI, or the average of an arbitrary function of the age.

cs.IT

On Properties of the Support of Capacity-Achieving Distributions for Additive Noise Channel Models with Input Cost Constraints

We study the classical problem of characterizing the channel capacity and its achieving distribution in a generic fashion. We derive a simple relation between three parameters: the input-output function, the input cost function and the noise probability density function, one which dictates the type of the optimal input. In Layman terms we prove that the support of the optimal input is bounded whenever the cost grows faster than a cut-off rate equal to the logarithm of the noise PDF evaluated at the input-output function. Furthermore, we prove a converse statement that says whenever the cost grows slower than the cut-off rate, the optimal input has necessarily an unbounded support. In addition, we show how the discreteness of the optimal input is guaranteed whenever the triplet satisfy some analyticity properties. We argue that a suitable cost function to be imposed on the channel input is one that grows similarly to the cut-off rate. Our results are valid for any cost function that is super-logarithmic. They summarize a large number of previous channel capacity results and give new ones for a wide range of communication channel models, such as Gaussian mixtures, generalized-Gaussians and heavy-tailed noise models, that we state along with numerical computations.

cs.IT

Information Measures, Inequalities and Performance Bounds for Parameter Estimation in Impulsive Noise Environments

Recent studies found that many channels are affected by additive noise that is impulsive in nature and is best explained by heavy-tailed symmetric alpha-stable distributions. Dealing with impulsive noise environments comes with an added complexity with respect to the standard Gaussian environment: the alpha-stable probability density functions have an infinite second moment and the "nice" Hilbert space structure of the space of random variables having a finite second moment is lost along with its tools and methodologies. This is indeed the case in estimation theory where classical tools to quantify performance of an estimator are tightly related to the assumption of finite variance variables. In alpha-stable environments, expressions such as the mean square error and the Cramer-Rao bound are hence problematic. In this work, we tackle the parameter estimation problem in impulsive noise environments and develop novel tools that are tailored to the alpha-stable and heavy-tailed noise environments, tools that coincide with the standard ones adopted in the Gaussian setup, namely a generalized "power" measure and a generalized Fisher information. We generalize known information inequalities commonly used in the Gaussian context: the de Bruijn's identity, the data processing inequality, the Fisher information inequality, the isoperimetric inequality for entropies and the Cramer-Rao bound. Additionally, we derive upper bounds on the differential entropy of independent sums having a stable component. Finally, the new "power" measure is used to shed some light on the additive alpha-stable noise channel capacity in a setup that generalizes the linear average power constrained AWGN channel. Our theoretical findings are paralleled with numerical evaluations of various quantities and bounds using developed {\em Matlab} packages.

cs.IT

Sufficient Conditions for Existence of $J_α(X + \sqrt[α]ηN)$

In his technical report~\cite[sec. 6]{barrontech}, Barron states that the de Bruijn's identity for Gaussian perturbations holds for any RV having a finite variance. In this report, we follow Barron's steps as we prove the existence of $J_α\left(X + \sqrt[α]ηN\right)$, $η> 0$ for any Radom Variable (RV) $X \in \mathcal{L}$ where \begin{equation*} \mathcal{L} = \left\{ \text{RVs} \,\,U: \int \ln\left(1 + |U|\right)\,dF_{U}(u) \text{ is finite } \right\}, \end{equation*} and where $N \sim \mathcal{S}(α;1)$ is independent of $X$, $0< α<2$.

cs.IT

Optimal Training for Non-Feedback Adaptive PSAM over Time-Varying Rayleigh Fading Channels

Time-varying fast fading channels present a major challenge in the design of wireless communication systems. Pilot Symbol Assisted Modulation (PSAM) has been introduced to mitigate the effects of fading and allow coherent demodulation. Our work studies the performance of \emph{non-feedback} adaptive PSAM scheme over time-varying Rayleigh fading channels. A modular method is introduced for computing the rates in an efficient manner. Moreover, four transmission policies are analyzed and we show how optimal training in terms of duration and power allocation varies with the channel conditions and from one transmission policy to another. The performance of these schemes is measured in terms of achievable rates using binary signaling. We formally show that, for a causal estimation, placing all the power on the last pilot symbol is expected to be optimal. Furthermore, the autocorrelation of the fading process is based either on a stationary first order Gauss-Markov modeling of the process or on Jakes' model when higher orders of correlation are analyzed.

cs.IT

On the Finiteness of the Capacity of Continuous Channels

Evaluating the channel capacity is one of many key problems in information theory. In this work we derive rather-mild sufficient conditions under which the capacity is finite and achievable. These conditions are derived for generic, memoryless and possibly non-linear additive noise channels. The results are based on a novel sufficient condition that guarantees the convergence of differential entropies under point-wise convergence of Probability Density Functions. Perhaps surprisingly, the finiteness of channel capacity holds for the majority of setups, including those where inputs and outputs have possibly infinite second-moments.

cs.IT

LP decoding excess over symmetric channels

We consider the problem of Linear Programming (LP) decoding of binary linear codes. The LP excess lemma was introduced by the first author, B. Ghazi, and R. Urbanke (IEEE Trans. Inf. Th., 2014) as a technique to trade crossover probability for "LP excess" over the Binary Symmetric Channel. We generalize the LP excess lemma to discrete, binary-input, Memoryless, Symmetric and LLR-Bounded (MSB) channels. As an application, we extend a result by the first author and H. Audah (IEEE Trans. Inf. Th., 2015) on the impact of redundant checks on LP decoding to discrete MSB channels.

cs.IT