We study in this paper the consistency of Bayesian estimation of a piecewise constant function defined on [0,1] with observations on a grid, using the method in Barron et al. [1999. The consistency of posterior distributions in nonparametric problems. Ann. Statist. 27, 536-561.] In particular,...

We consider joint rank and variable selection in multivariate regression. Previously proposed joint rank and variable selection approaches assume that different responses are related to the same set of variables, which suggests using a group penalty on the rows of the coefficient matrix....