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When a variable is selected, the model has a Gaussian prior over its value (i.e. weight) that is equivalent to a regularizer (as in ridge regression) and does not shrink the value of the selected variable as penalty would do.
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It is then reasonable to assume a prior that will shrink the values of b ∗, in accordance with the singular values decay.
By contrast, lasso or elastic net, with a fixed mixture weight, has sparsity penalty over both pruned and selected variables, which can greatly shrink the values of selected variables and hurt predictive performance.
Their fees have been diminishing as withdrawals have increased and as the market has shrunk the value of the investments.
The dollar's decline, said Sun Zhenyu, the Chinese envoy, had also shrunk the value of reserves held by China and other countries.
There are other costs, to be sure: inflation shrinks the value of people's savings, and uncertainty about future prices makes business decisions less efficient.
An appreciating yen shrinks the value of repatriated profits for exporters like the Toyota Motor Corporation and the Sony Corporation and makes their products less competitive overseas.
Many pension funds started to invest in alternative investments when the technology bubble burst earlier this decade and shrank the value of their assets, some by as much as a third.
The tough talk about Greece's departure from the euro has resulted in growing qualms among the Greek public that their money could be converted to a new, significantly weaker currency — such as a reintroduced drachma — shrinking the value of hard-earned nest eggs.
The crisis shrank the value of more-liquid investments held by endowments, pensions and foundations, leaving many of the big investors with larger positions than they'd like in riskier asset classes like private equity and venture capital.
Major holders of U.S. debt, such as Middle Eastern sovereign funds and the Chinese government, have not been shy about calling the U.S. out for what it sees as policies that will trigger inflation, shrinking the value of their Treasury holdings".
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