  This note discusses Watson and Holmes (2016) and their pro- posals towards
more robust Bayesian decisions. While we acknowledge and commend the authors
for setting new and all-encompassing prin- ciples of Bayesian robustness, and
we appreciate the strong anchoring of those within a decision-theoretic
referential, we remain uncertain as to which extent such principles can be
applied outside binary de- cisions. We also wonder at the ultimate relevance of
Kullback-Leibler neighbourhoods to characterise robustness and favour
extensions along non-parametric axes.
