Revolutionizing Regression: Mapping Distributions for Precise Predictions on Compact Intervals
The article introduces a new method for predicting outcomes when both the input and output are distributions. By using optimal transportation theory, the researchers connect the average of the output distribution to the input distribution through a special map. They develop an estimator for this map that is reliable and converges to the true map. This estimator can be easily computed as an isotonic regression problem. The researchers demonstrate the effectiveness of their approach with both real and simulated data.