Year: 2026
Type: preprint
Abstract: We characterize the multiplicative half-Cauchy process through its log-scale random-walk representation, establishing shrinkage, expansion, and critical regimes, almost-sure summability, local rebounds, and effective dimension. We also derive a semi-analytic calibration rule linking interpretable prior probability statements to its scale parameter.
Source: arXiv (Cornell University)
Author: Kulkarni, Siddhesh
Institution: Bristol-Myers Squibb (United States)
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7222438784