I am reading an article on Bayesian Logistic Regression, where they're using Logistic Regression, imposing a Gaussian prior (with mean = 0) on its parameters. They state that a Gaussian prior favors the values of the parameters to be near zero, but not exactly zero.
My question: if the mean is zero, how could it favor the parameters not being exactly zero?
The article I'm referring to is this (Section 3).
Thanks.
It appears to me that what is meant is simply that although the probability that the parameter is near $0$ is high, the probability that it is exactly $0$ is $0$.