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

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)