Minimax Rate for Optimal Transport Regression Between Distributions

06/03/2022

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by   Laya Ghodrati, et al.

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Distribution-on-distribution regression considers the problem of formulating and estimating a regression relationship where both covariate and response are probability distributions. The optimal transport distributional regression model postulates that the conditional Fréchet 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 Fréchet least squares estimator.