Video lectures Courses

Video lectures

Linear pooling of sample covariance matrices

slides
DataIA seminar talk, Dec. 18. 2020



M-estimators of scatter with eigenvalue shrinkage

slides
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

slides
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 2016
Series of lectures, duration: 3h50m.



Courses

2022

Spring-2022: ELEC-E5431 Large scale data analysis P (5cr)
Spring-2022: ELEC-C5211 Introduction to statistical signal modelling(5cr)
Spring-2022: ELEC-C5310 Introduction to estimation, detection and learning (5cr)


2021

Spring-2021: ELEC-E5431 Large scale data analysis P (5cr)
Spring-2021: ELEC-C5211 Introduction to statistical signal modelling(5cr)
Spring-2021: ELEC-C5310 Introduction to estimation, detection and learning (5cr)


2020

Spring-2020: ELEC-E5431 Large scale data analysis P (5cr)
Spring-2020: ELEC-C5211 Introduction to statistical signal modelling (5cr)
Spring-2020: ELEC-C5310 Introduction to estimation, detection and learning (5cr)


2019

Spring-2019: ELEC-E5431 Large scale data analysis P (5cr)
Spring-2019: ELEC-C5211 Introduction to statistical signal modelling(5cr)


2018

Spring-2018: ELEC-E5470 - Advanced Topics in Statistical Learning P (5cr)
Spring-2018: ELEC-C5211 Introduction to statistical signal modelling and inference (5cr)


2017

Spring-2017: ELEC-E5431 Large scale data analysis P (5cr)
Spring-2017: ELEC-E5470 - Advanced Topics in Statistical Learning P (5cr)
Spring-2017: ELEC-C5211 Introduction to statistical signal modelling and inference (5cr)


2016

Spring-2016: ELEC-E5431 Large scale data analysis P (5cr)


2014

Fall-2014: ELEC-E5440 - Statistical Signal Processing L (5cr)


2013

Fall-2013: ELEC-E5440 - Statistical Signal Processing L (5cr)


2012

Fall-2012: ELEC-E5440 - Statistical Signal Processing L (5cr)


My former courses at the University of Oulu

Spring-2010, Spring-2008: Statistical Inference I (5 cr)
Spring-2008, Spring-2005: Multivariate Analysis (6 cr)
Fall-2008: Robust statistical methods (6 cr)
Fall-2008: Introduction to Independent component analysis (4 cr)