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We have another component of the same outlier detection system that does this type of fitting, identifying low probability events using a Bayesian model + Marko
by diab0lic 11y ago
We have another component of the same outlier detection system that does this type of fitting, identifying low probability events using a Bayesian model + Markov Chain Monte Carlo. It hasn't gained nearly as much traction internally (yet) as the clustering approach here.
- optimali 11y agoCool. Have you found the MCMC approach to be less robust than clustering? It seems like this may be the case due to probability model assumptions.