11 citations · 28 across the 12 of their papers we have counts for
3 papers · 1 filter
Affine equivariant Tyler's M-estimator applied to tail parameter learning of elliptical distributions
Esa Ollila, Daniel P. Palomar, Frederic Pascal
We propose estimating the scale parameter (mean of the eigenvalues) of the scatter matrix of an unspecified elliptically symmetric distribution using weights obtained by solving Ty…
Regularized EM algorithm
Pierre Houdouin, Esa Ollila, Frederic Pascal
Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of proble…
Robust and Sparse M-Estimation of DOA
Christoph F. Mecklenbräuker, Peter Gerstoft, Esa Ollila +1
A robust and sparse Direction of Arrival (DOA) estimator is derived for array data that follows a Complex Elliptically Symmetric (CES) distribution with zero-mean and finite second…