4-D SELF-DUAL INSTANTONS FROM 2-D SIGMA MODEL

4-d self-dual gravity and Yang-Mills theories are identified with 2-d sigma models taking values in infinite dimensional groups. This allows us to view 4-d self-dual theories as "large N limits" of 2-d conformal field theories. We also find a possible "integrable deformation" of 4-d self-dual gravity leading to the Einstein-Maxwell system and discuss its implication in the context of higher dimensional integrability.