David Kewei Lin

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Towards understanding duality

Jan 1, 2024

We put together the puzzle pieces from the various definitions of “conjugates” and “duality” (convex, Lagrange and minimax) to get a better picture of what duality is. In particular, we will look at

  • how minimax duality is a special case of convex duality by constructing a “partial conjugate” function;
  • implications for the existence of estimators/constructions with minimax guarantees.
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