How to Sell High-Dimensional Data Optimally

ArXi:2510.15214v2 Announce Type: replace-cross Motivated by the problem of selling large, Prior work by Cai showed that an optimal menu can be found in time polynomial in the state space, whereas we observe that the state space is naturally exponential in the dimension of the data. We propose an algorithm which, given only sampling access to the state space, provably generates a near-optimal menu with a number of samples independent of the state space.