A minimal directional perturbation of the max-difference revenue statistic yields an asymptotically valid p-value for structural properties of the oracle assortment under high-dimensional sparse contextual MNL with adaptive collection.
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Post-Learning Inference for Combinatorial Optimizers with High-Dimensional Sparse Contextual Information via Minimal Directional Perturbation
A minimal directional perturbation of the max-difference revenue statistic yields an asymptotically valid p-value for structural properties of the oracle assortment under high-dimensional sparse contextual MNL with adaptive collection.