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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…
cs.LG2026
Stein-Rule Shrinkage for Stochastic Gradient Estimation in High Dimensions
M. Arashi, M. Amintoosi
Stochastic gradient methods are central to large-scale learning, but they treat mini-batch gradients as unbiased estimators, which classical decision theory shows are inadmissible…