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Wei-Chen Au

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#machine learning Preprint Oct 2026

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. An anytime-valid e-process first authorizes the discounted state, then a reversible relevance s...

M. Gulati, Ke-Rong Wang, Wei-Chen Au · 0 citations