{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/robustifying-likelihoods-by-optimistically-re","title":"Robustifying likelihoods by optimistically re-weighting data","arxiv_id":"2303.10525","date":"2023-03-19","proceeding":null,"authors":["Miheer Dewaskar","Christopher Tosh","Jeremias Knoblauch","David B. Dunson"],"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.","url_abs":"https://arxiv.org/abs/2303.10525v2","url_pdf":"https://arxiv.org/pdf/2303.10525v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"robustifying-likelihoods-by-optimistically-re","repo_url":"https://github.com/cjtosh/owl","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok","spdx":"GPL-3.0"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2303.10525","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}