Video lectures
Linear pooling of sample covariance matrices
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DataIA seminar talk, Dec. 18. 2020
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M-estimators of scatter with eigenvalue shrinkage
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ICASSP 2020 talk
Learning from signals
Aalto University Tenured Professors' Installation Lectures Jan. 29 2020.High-dimensional Covariance Matrix Estimation With Applications in Finance and Genomic Studies
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Machine Learning coffee seminar, organized jointly by the Aalto University and the University of Helsinki November 12, 2018, Aalto University, Finland.
Regularized M-estimators of the Covariance Matrix
Summer School on Robust Signal Processing, R�desheim am Rhein, Sept. 19th-24th 2016Series of lectures, duration: 3h50m.
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Courses
Courses
Current courses at Aalto University
Spring: ELEC-E5431 Large scale data analysis P (5cr)
Spring: ELEC-C523 Statistical signal modelling(5cr)
Fall: ELEC-C5310 Introduction to estimation, detection and learning (5cr)
Fall: ELEC-E5480 Statistical Machine Learning for Communications and Physical Systems D (5cr)
My previous teaching at Aalto University
Spring-2017,2018: ELEC-E5470 - Advanced Topics in Statistical Learning P (5cr)
Fall-2012,2013,2014: ELEC-E5440 - Statistical Signal Processing L (5cr)
My former courses at the University of Oulu
Spring-2010,2008: Statistical Inference I (5 cr)
Spring-2008,2005: Multivariate Analysis (6 cr)
Fall-2008: Robust statistical methods (6 cr)
Fall-2008: Introduction to Independent component analysis (4 cr)