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	Robust Monte Carlo Simulation	Solidne wnioskowanie bayesowskie
Dziedzina	Statystyka bayesowska	Statystyka bayesowska
Rodzina	Bayesian methods	Bayesian methods
Rok powstania	1990s–2000s	1984–1990
Twórca	Saltelli, Rubinstein, and the uncertainty-quantification community	James O. Berger
Typ	Robust simulation / uncertainty quantification	Bayesian sensitivity / robustness framework
Źródło pierwotne	Saltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M. & Tarantola, S. (2008). Global Sensitivity Analysis: The Primer. Wiley. ISBN: 978-0470059975	Berger, J. O. (1990). Robust Bayesian analysis: sensitivity to the prior. Journal of Statistical Planning and Inference, 25(3), 303–328.
Inne nazwy	robust MC simulation, Monte Carlo robustness analysis, robust stochastic simulation, uncertainty-robust Monte Carlo	Bayesian sensitivity analysis, prior robustness, epsilon-contamination Bayesian analysis, robust Bayes
Pokrewne	6	6
Podsumowanie	Robust Monte Carlo simulation extends standard Monte Carlo by explicitly accounting for uncertainty in input distributions, model structure, or parameter assumptions. Rather than assuming a single fixed probability distribution for each input, the analyst considers a family of plausible distributions and evaluates how sensitive the output is to those choices, yielding conclusions that hold across a range of reasonable assumptions.	Robust Bayesian inference extends standard Bayesian analysis by replacing a single prior distribution with a class of plausible priors and examining how much the posterior conclusions change across that class. Instead of committing to one prior, the analyst bounds the posterior quantity of interest, revealing whether findings are stable or critically dependent on prior assumptions.