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stat.ME2024
Sparse signal recovery and source localization via covariance learning
Esa Ollila
In the Multiple Measurements Vector (MMV) model, measurement vectors are connected to unknown, jointly sparse signal vectors through a linear regression model employing a single kn…
stat.ME2023
Linear shrinkage of sample covariance matrix or matrices under elliptical distributions: a review
Esa Ollila
This chapter reviews methods for linear shrinkage of the sample covariance matrix (SCM) and matrices (SCM-s) under elliptical distributions in single and multiple populations setti…