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research article

Minimax rate for optimal transport regression between distributions

Ghodrati, Laya  
•
Panaretos, Victor M.  
December 23, 2022
Statistics & Probability Letters

Distribution-on-distribution regression considers the problem of formulating and es-timating a regression relationship where both covariate and response are probability distributions. The optimal transport distributional regression model postulates that the conditional Frechet mean of the response distribution is linked to the covariate distribution via an optimal transport map. We establish the minimax rate of estimation of such a regression function, by deriving a lower bound that matches the convergence rate attained by the Frechet least squares estimator.(c) 2022 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).

  • Details
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Type
research article
DOI
10.1016/j.spl.2022.109758
Web of Science ID

WOS:000912346000001

Author(s)
Ghodrati, Laya  
Panaretos, Victor M.  
Date Issued

2022-12-23

Publisher

ELSEVIER

Published in
Statistics & Probability Letters
Volume

194

Article Number

109758

Subjects

Statistics & Probability

•

Mathematics

•

functional regression

•

random measure

•

optimal transport

•

wasserstein metric

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
SMAT  
Available on Infoscience
February 13, 2023
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/194747
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