Bayesian Robustness

Abstract

An overview of the robust Bayesian approach is presented, primarilyfocusing on developments in the last decade. Examples are presentedto motivate the need for a robust approach. Common types of robustnessanalyses are illustrated, including global and local sensitivityanalysis and loss and likelihood robustness. Relationships with otherapproaches are also discussed. Finally, possible directions for futureresearch are outlined.