Shapley-value anomaly tests equal simpler single-term tests for independent sensors but differ for correlated bivariate Gaussians, with strict superiority or inferiority depending on correlation sign.
Shapley values of reconstruction errors of pca for explaining anomaly detection
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Clustering traffic flows with histogram, ACF, PSD or naive representations improves traffic matrix prediction over global models on Abilene and GÉANT data, with most gains at moderate cluster counts and similar accuracy across representations.
A single fixed term in the Shapley value yields the same anomaly localization error probability as the full calculation for independent sensor observations, supported by a proof.
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On Using the Shapley Value for Anomaly Localization: A Statistical Investigation
A single fixed term in the Shapley value yields the same anomaly localization error probability as the full calculation for independent sensor observations, supported by a proof.