Anomaly detection (AD) generally finds targets that are spectrally distinct from their surrounding neighborhoods but cannot discriminate its detected targets one from another. It cannot even perform classification because there is no prior knowledge about the data. This paper presents a new approach to AD, to be called a posteriori AD for unlabeled anomaly classification where a posteriori indicates that information obtained directly from processing data is used as new information for subsequent data processing. In particular, a posteriori AD uses a Gaussian filter to capture spatial correlation of detected anomalies as a posteriori information which is included as new information for further AD. In doing so, a posteriori AD develops an iterative version of AD, referred to as iterative anomaly detection (IAD), which implements AD by feeding back Gaussian-filtered AD maps in an iterative manner. It then uses an unsupervised target detection algorithm to identify spectrally distinct anomalies that can be used to specify particular anomaly classes. To terminate IAD, an automatic stopping rule is also derived. Finally, it uses identified distinct anomalies as desired target signatures to implement constrained energy minimization (CEM) to classify all detected anomalies into unlabeled classes. The experimental results show that a posteriori AD is indeed very effective in unlabeled anomaly classification.