activity
20182026
most citedOptimal shrinkage covariance matrix estimation under random sampling from elliptical distributions

46 citations · 62 across the 6 of their papers we have counts for

collaborators

7 papers

cs.LG2026

Federated Differentially Private Optimization via Low-Rank Preconditioning

Antti Koskela, Tejas Kulkarni, Elias Raninen

We consider differentially private (DP) optimization in the federated setting, where a DP estimate of the feature covariance matrix serves as a Hessian approximation for generalize…

eess.SP2026

EqDeepRx: Learning a Scalable and Interference Mitigating MIMO Receiver

Mikko Honkala, Dani Korpi, Elias Raninen +1

While machine learning (ML)-based receiver algorithms have received a great deal of attention in the recent literature, they often suffer from poor scaling with increasing spatial…

eess.SP2025

Beamforming design for minimizing the signal power estimation error

Esa Ollila, Xavier Mestre, Elias Raninen

We study the properties of beamformers in their ability to either maintain or estimate the true signal power of the signal of interest (SOI). Our focus is particularly on the Capon…

math.ST2021★ 3 cited

On the variability of the sample covariance matrix under complex elliptical distributions

Elias Raninen, Esa Ollila, David E. Tyler

We derive the form of the variance-covariance matrix for any affine equivariant matrix-valued statistics when sampling from complex elliptical distributions. We then use this resul…

stat.ME2020★ 11 cited

Coupled regularized sample covariance matrix estimator for multiple classes

Elias Raninen, Esa Ollila

The estimation of covariance matrices of multiple classes with limited training data is a difficult problem. The sample covariance matrix (SCM) is known to perform poorly when the…

stat.ME2020★ 2 cited

Linear pooling of sample covariance matrices

Elias Raninen, David E. Tyler, Esa Ollila

We consider the problem of estimating high-dimensional covariance matrices of -populations or classes in the setting where the sample sizes are comparable to the data dimension.…

stat.ME2018★ 46 cited

Optimal shrinkage covariance matrix estimation under random sampling from elliptical distributions

Esa Ollila, Elias Raninen

This paper considers the problem of estimating a high-dimensional (HD) covariance matrix when the sample size is smaller, or not much larger, than the dimensionality of the data, w…