Bayesian Likelihood Robustness in Linear Models

This paper deals with the problem of robustness of Bayesian regression with respect to the data. We first give a formal definition of Bayesian robustness to data contamination, prove that robustness according to the
definition cannot be obtained by using heavy-tailed error distributions
in linear regression models and propose a heteroscedastic approach to
achieve the desired Bayesian robustness

Bayesian Likelihood Robustness in Linear Models Articles