### Manifold Regression via Brownian Motion

Manifold regression via Brownian Motion (MRBM) is a Bayesian regression algorithm that applies to the regression problem where the response takes manifold-value. Specifically, it estimates the function $f:[0,1]\rightarrow M$ where $M$ can be any general compact manifold. For the justification of the algorithm and its consistency theory, please refer to the paper below.

Matlab code for Manifold Regression via Brownian Motion.