Bayesian Histogram Anomaly Detection

Python package of the Bayesian Histogram-based Anomaly Detection (BHAD) algorithm as presented in Vosseler, A. (2022): Unsupervised Insurance Fraud Prediction Based on Anomaly Detector Ensembles and Vosseler, A. (2023): BHAD: Explainable anomaly detection using Bayesian histograms. The latter reference focuses also on the explainabilty aspects of the approach, namely being globally and locally explainable due to its linear structure.

This work was also presented at PyCon DE & PyData Berlin 2023 (watch talk here) and at the 42nd International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering (MaxEnt 2023), at Max-Planck-Institute for Plasma Physics, Garching, Germany.