A recent paper by Liu et al. combines the topics of adversarial training and
Bayesian Neural Networks (BNN) and suggests that adversarially trained BNNs are
more robust against adversarial attacks than their non-Bayesian counterparts.
Here, I analyze the proposed defense and suggest that one needs to adjust the
adversarial attack to incorporate the stochastic nature of a Bayesian network
to perform an accurate evaluation of its robustness. Using this new type of
attack I show that there appears to be no strong evidence for higher robustness
of the adversarially trained BNNs.