Minimax Rate for Optimal Transport Regression Between Distributions

Abstract

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 Fr\'echet 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 Fr\'echet least squares estimator.