arXiv:2605.28099v4 Announce Type: replace-cross Abstract: Bayesian inference can often be sensitive to the choice of hyperparameters of the prior or likelihood, yet defining and quantifying this sensitivity in a principled and computationally feasible way remains challenging in practice. Unfortunately, existing sensitivity methods are rarely applicable in modern Bayesian workflows due to their high computational cost and poor performance in moderate to high dimensions. To address these limitations, we introduce a new approach to global sensitivity analysis based on the Fisher divergence. Our method only requires a set of samples from a reference posterior and the ability to evaluate score functions, making it broadly computationally tractable. Under mild regularity conditions, it controls changes in the whole posterior, and provides a bound on the impact of perturbations on the first two moments. We demonstrate these strengths on challenging Bayesian inference problems which are practically out of reach of existing approaches, including generalised Bayesian inference for unnormalised models, inference in Bayesian models of time series, and neural simulation-based inference.