ON THE USE OF A PRUNING PRIOR FOR NEURAL NETWORKS ================================================= C. Goutte Department of Mathematical Modeling - Bygn. 349 Technical University of Denmark DK-2800 Lyngby, Denmark Phone: +45 4525 5738 Fax: +45 4288 0117 E-mail: goutte@ei.dtu.dk, goutte@laforia.ibp.fr We adress the problem of using a regularization prior that prunes unnecessary weights in a neural network architecture. This prior provides a convenient alternative to traditional \textit{weight-decay}. Two examples are studied to support this method and illustrate its use. First we use the sunspots benchmark problem as an example of time series processing. Then we adress the problem of system identification on a small artificial system.