Publications [#383169] of David B. Dunson

Papers Published

1. Dewaskar, M; Tosh, C; Knoblauch, J; Dunson, DB, Robustifying Likelihoods by Optimistically Re-weighting Data., Journal of the American Statistical Association (April, 2025) [doi]
   (last updated on 2026/01/14)

   Abstract:
   Likelihood-based inferences have been remarkably successful in wide-spanning application areas. However, even after due diligence in selecting a good model for the data at hand, there is inevitably some amount of model misspecification: outliers, data contamination or inappropriate parametric assumptions such as Gaussianity mean that most models are at best rough approximations of reality. A significant practical concern is that for certain inferences, even small amounts of model misspecification may have a substantial impact; a problem we refer to as brittleness. This article attempts to address the brittleness problem in likelihood-based inferences by choosing the most model friendly data generating process in a distance-based neighborhood of the empirical measure. This leads to a new Optimistically Weighted Likelihood (OWL), which robustifies the original likelihood by formally accounting for a small amount of model misspecification. Focusing on total variation (TV) neighborhoods, we study theoretical properties, develop estimation algorithms and illustrate the methodology in applications to mixture models and regression.