Wasserstein Regression for Distributions and Distributional Time Series Date: 2 December 2021, Thursday Time: 10-11am AEDT Speaker: Professor Hans-Georg Müller ( University of California, Davis ) Abstract: The analysis of samples of random objects that do not lie in a vector space has found increasing attention in statistics in recent years. An important setting for distributional data analysis are samples consisting of univariate probability measures defined on the real line. Adopting the Wasserstein-2 metric, we propose a class of regression models for such data, where random distributions serve as predictors and the responses are either also distributions or scalars. To define this regression model, we utilize the geometry of tangent bundles of the metric space of random measures with the Wasserstein metric. The proposed distribution-to-distribution regression model provides an extension of classical linear regression to the case of distributional data. ...
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