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This paper considers the problem of regression analysis with random covariance matrix as outcome and Euclidean covariates in the framework of Fr\'echet regression on the Bures-Wasserstein manifold. Such regression problems have many…

Methodology · Statistics 2024-09-17 Haoshu Xu , Hongzhe Li

Fr\'echet regression extends the principles of linear regression to accommodate responses valued in generic metric spaces. While this approach has primarily focused on exploring relationships between Euclidean predictors and non-Euclidean…

Statistics Theory · Mathematics 2026-02-25 Chang Jun Im , Jeong Min Jeon

Let $\mathcal{P}_{2,ac}$ be the set of Borel probabilities on $\mathbb{R}^d$ with finite second moment and absolutely continuous with respect to Lebesgue measure. We consider the problem of finding the barycenter (or Fr\'echet mean) of a…

Computation · Statistics 2016-04-25 Pedro C. Álvarez-Esteban , E. del Barrio , J. A. Cuesta-Albertos , C. Matrán

Barycenters (aka Fr\'echet means) were introduced in statistics in the 1940's and popularized in the fields of shape statistics and, later, in optimal transport and matrix analysis. They provide the most natural extension of linear…

Statistics Theory · Mathematics 2023-03-03 Victor-Emmanuel Brunel , Jordan Serres

Advancements in modern science have led to the increasing availability of non-Euclidean data in metric spaces. This paper addresses the challenge of modeling relationships between non-Euclidean responses and multivariate Euclidean…

Methodology · Statistics 2025-05-13 Su I Iao , Yidong Zhou , Hans-Georg Müller

Increasingly, statisticians are faced with the task of analyzing complex data that are non-Euclidean and specifically do not lie in a vector space. To address the need for statistical methods for such data, we introduce the concept of…

Methodology · Statistics 2017-10-05 Alexander Petersen , Hans-Georg Müller

We prove the large deviations principle for empirical Bures-Wasserstein barycenters of independent, identically-distributed samples of covariance matrices and covariance operators. As an application, we explore some consequences of our…

Probability · Mathematics 2024-09-18 Adam Quinn Jaffe , Leonardo V. Santoro

Fr\'echet regression generalizes linear regression to metric-space-valued responses by defining fitted values as minimizers of weighted Fr\'echet functionals. Since these weights may have mixed signs, the resulting objective is a signed…

Optimization and Control · Mathematics 2026-05-25 Yamin Zhou , César A. Uribe

We present a novel framework for variable selection in Fr\'echet regression with responses in general metric spaces, a setting increasingly relevant for analyzing non-Euclidean data such as probability distributions and covariance matrices.…

Statistics Theory · Mathematics 2025-09-18 Haoyi Yang , Satarupa Bhattacharjee , Lingzhou Xue , Bing Li

We study the problem of network regression, where one is interested in how the topology of a network changes as a function of Euclidean covariates. We build upon recent developments in generalized regression models on metric spaces based on…

Machine Learning · Statistics 2024-06-19 Alex G. Zalles , Kai M. Hung , Ann E. Finneran , Lydia Beaudrot , César A. Uribe

Fr\'echet regression extends classical regression methods to non-Euclidean metric spaces, enabling the analysis of data relationships on complex structures such as manifolds and graphs. This work establishes a rigorous theoretical analysis…

Machine Learning · Statistics 2025-02-05 Masanari Kimura , Howard Bondell

Random objects are complex non-Euclidean data taking value in general metric space, possibly devoid of any underlying vector space structure. Such data are getting increasingly abundant with the rapid advancement in technology. Examples…

Methodology · Statistics 2023-10-13 Satarupa Bhattacharjee , Bing Li , Lingzhou Xue

Modern regression analysis often involves responses and predictors taking values in the same or distinct metric spaces. To rank non-Euclidean heterogeneous predictors in regression by explanatory strength, analogous to the classical $R^2$,…

Methodology · Statistics 2026-04-28 Shuaida He , Yangzhou Chen , Xin Chen

Data consisting of samples of probability density functions are increasingly prevalent, necessitating the development of methodologies for their analysis that respect the inherent nonlinearities associated with densities. In many…

Methodology · Statistics 2020-07-23 Alexander Petersen , Xi Liu , Afshin A. Divani

Increasingly complex data analysis tasks motivate the study of the dependency of distributions of multivariate continuous random variables on scalar or vector predictors. Statistical regression models for distributional responses so far…

Methodology · Statistics 2021-07-21 Jianing Fan , Hans-Georg Müller

Fr\'echet regression has emerged as a promising approach for regression analysis involving non-Euclidean response variables. However, its practical applicability has been hindered by its reliance on ideal scenarios with abundant and…

Methodology · Statistics 2023-10-26 Kyunghee Han , Dogyoon Song

As a growing number of problems involve variables that are random objects, the development of models for such data has become increasingly important. This paper introduces a novel varying-coefficient Fr\'echet regression model that extends…

Methodology · Statistics 2025-09-16 Yanzhao Wang , Jianqiang Zhang , Wangli Xu

We revisit the problem of recovering a low-rank positive semidefinite matrix from rank-one projections using tools from optimal transport. More specifically, we show that a variational formulation of this problem is equivalent to computing…

Optimization and Control · Mathematics 2022-10-27 Tyler Maunu , Thibaut Le Gouic , Philippe Rigollet

The Fr\'echet regression is a useful method for modeling random objects in a general metric space given Euclidean covariates. However, the conventional approach could be sensitive to outlying objects in the sense that the distance from the…

Computation · Statistics 2026-01-21 Hao Li , Shonosuke Sugasawa , Shota Katayama

We consider the problem of estimating the Fr\'echet and conditional Fr\'echet mean from data taking values in separable metric spaces. Unlike Euclidean spaces, where well-established methods are available, there is no practical estimator…

Statistics Theory · Mathematics 2026-02-06 László Györfi , Pierre Humbert , Batiste Le Bars
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