Robustness of Bayesian Analyses

This paper presents algorithms for robustness analysis of Bayesian networks with global neighborhoods. Robust Bayesian inference is the calculation of bounds on posterior valuesgiven perturbations in a probabilistic model. We present algorithms for robust inference (including expected utility, expected value and variance bounds) with global perturbations that can be modeled by ffl-contaminated, constant density ratio, constant density bounded and total variation classes of distributions.