New GLR and GSR tests for unknown pre- and post-change reward distributions achieve order-optimal logarithmic latency in piecewise stationary bandits.
High probability latency quickest change detection over a finite horizon,
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Sequential Change Detection for Learning in Piecewise Stationary Bandit Environments
New GLR and GSR tests for unknown pre- and post-change reward distributions achieve order-optimal logarithmic latency in piecewise stationary bandits.