We present an optimal transport framework for performing regression when both the covariate and the response are probability distributions on a compact Euclidean subset $\Omega\subset\mathbb{R}^d$, where $d>1$. Extending beyond compactly supported distributions, this method also applies when both the predictor and responses are Gaussian distributions on $\mathbb{R}^d$. Our approach generalizes an existing transportation-based regression model to higher dimensions. This 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 an upper bound for the rate of convergence of a plug-in estimator. We propose an iterative algorithm for computing the estimator, which is based on DC (Difference of Convex Functions) Programming. In the Gaussian case, the estimator achieves a parametric rate of convergence, and the computation of the estimator simplifies to a finite-dimensional optimization over positive definite matrices, allowing for an efficient solution. The performance of the estimator is demonstrated in a simulation study.

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