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stat.ME2026
Robust high-dimensional Bayesian regression with non-Gaussian errors under global--local shrinkage priors
Mohammad Arashi
Multivariate regression with many correlated responses and predictors commonly violates Gaussian error assumptions due to heavy tails, outliers, and asymmetry. Gaussian procedures…
stat.ME2024
Adaptive Bayesian Structure Learning of DAGs With Non-conjugate Prior
S. Nazari, M. Arashi, A. Sadeghkhani
Directed Acyclic Graphs (DAGs) are solid structures used to describe and infer the dependencies among variables in multivariate scenarios. Having a thorough comprehension of the ac…
stat.ME2017★ 6 cited
Big Data Analysis Using Shrinkage Strategies
B. Yuzbasi, M. Arashi, S. E. Ahmed
In this paper, we apply shrinkage strategies to estimate regression coefficients efficiently for the high-dimensional multiple regression model, where the number of samples is smal…