Review for NeurIPS paper: Minimax Estimation of Conditional Moment Models

Neural Information Processing Systems 

Clarity: This paper is quite difficult to read, although that may be due to the fact that they are trying to cover a tremendous amount of material, and the fact that while I am familiar with the basics of the background knowledge needed to understand the paper, I am not an expert in some of those areas. In terms of reproducibility, the main body of the paper does not contain enough details to be reproducible, although many more details are provided in the supplementary material. The abstract makes some claims that are not explicitly mentioned later in the paper, e.g. that the estimation problem can be thought of as a zero-sum game between a modeler and an adversary. The article repeatedly refers to Theorem 6, but there is no Theorem 6 in the paper (just the supplementary material). The expression of instrumental variable models as a conditional moment restriction in equation (1), although used in econometrics is very different than the usual expression as conditional independence or graphical constraints on the model usually used in computer science and other fields.