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When May a Bandit Leave Its Anchor? E-Process-Authorized Thompson Sampling under Non-stationarity

Stationarity rewards memory, but after a change the same history can mislead. We ask when forgetting should be permitted. E-process-authorized Thompson sampling (e-ATS) gives each arm full-history and discounted Beta states.

By Mayand Gulati, Kerong Wang, WeiChen AuarXiv - stat.ML

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Originally published by arXiv - stat.ML on Oct 5, 2026.

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