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Siddhesh Kulkarni

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#machine learning Preprint Oct 2026

Pathwise Shrinkage and Probabilistic Calibration of the Multiplicative Half-Cauchy Process

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 stat...

Siddhesh Kulkarni · 0 citations