Elicitation is the study of mechanisms which incentivize the truthful reporting of private information from self-minded agents. In this talk I will present a general theory of elicitation grounded in convex analysis. Beyond recovering the basic results for several existing models, such as scoring rules and mechanism design, we will see new results and insights in statistics and economics which are made possible by this theoretical unification. To conclude, I will discuss connections to mathematical finance and prediction markets. ORIE