Re:How to Think about Correlation?
by adamnemecek on Wednesday December 09, 2020 @01:19PM
(#25361774)
That is what I was referring to yes, however it is also adjoints in the category theory sense.
http://www.reproducibility.org/RSF/book/bei/conj/paper_html/...
That said convolution and correlation are not linear operators but bilinear operators, so I'm struggling a bit to see in what sense they're adjoint.
Maybe something like:
<Conv(x,y), z> = <y, Corr(x, z)>
which does actually work if you let the inner product be the integral of the product and the correlation the time-correlation (so the inner product is the correlation at time 0).