[diab0lic]

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]

Cool. 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.