arXiv subjects

Cheaheon Lim

Publications and source records attributed to Cheaheon Lim.

5 recordsLinked to original sources

arXiv2026

Dynamically Consistent Statistical Decisions

A large literature in econometrics proposes decision rules with optimality guarantees based on ex ante criteria, such as minimax regret. We develop a framework for analyzing the dynamic consistency of such rules and show that, in many empirically relevant settings, the researcher may wish to deviate from the interim prescription of ex ante optimal rules after observing the data realization. To address this problem, we propose and axiomatize two classes of optimality criteria that yield dynamically consistent decision rules.

econ.EM↗

arXiv2026

Axioms and Anomalies with Finite Data

The classical expected utility (EU) axioms are not sufficient for finite datasets. There are a number of anomalies (violations of EU) where axioms are satisfied. This paper studies axioms that are immune to this problem and definitively delineate between EU and non-EU. We discuss implications for experimental design and explore the automatic generation of anomalies.

econ.TH↗

arXiv2026

Estimating Social Norm Complementarities

We develop a model of choice over social norms that allows for complementarities along two dimensions: \textit{technological}, analogous to complementarities between consumption goods, and social, capturing returns from conformity. Together, these determine whether two norms are complements, substitutes, or independent, as defined by how the equilibrium prevalence of one norm responds to a marginal shift in the utility of another. We estimate the model using repeated cross-sections from Sierra Leone and Nigeria, focusing on female genital cutting, polygyny, and child marriage. Social returns are significant across all specifications. For female genital cutting and child marriage, we find evidence of complementarities, especially strong in Sierra Leone. For polygyny and child marriage, we find evidence of social substitutability, particularly in Nigeria. We interpret these differences using insights from anthropology. Finally, we iterate the model forward to study policy counterfactuals, assessing the potential effects of legal reforms and social interventions.

econ.GN↗

arXiv2026

Partially Identified Ambiguity

This paper develops a theory of learning under ambiguity induced by the decision maker's beliefs about the collection of data correlated with the true state of the world. Within our framework, two classical results on Bayesian learning extend to the setting with ambiguity: experiments are equivalent to distributions over posterior beliefs, and Blackwell's more informative and more valuable orders coincide. When applied to the setting of robust Bayesian analysis, our results clarify the source of time inconsistency in the Gamma-minimax problem and provide an argument in favor of the conditional Gamma-minimax criterion. We also apply our results to a persuasion game to illustrate that our model provides a natural benchmark for communication under ambiguity.

econ.TH↗

arXiv2024

Resampled Mutual Information for Clustering and Community Detection

We introduce resampled mutual information (ResMI), a novel measure of clustering similarity that combines insights from information theoretic and pair counting approaches to clustering and community detection. Similar to chance-corrected measures, ResMI satisfies the constant baseline property, but it has the advantages of not requiring adjustment terms and being fully interpretable in the language of information theory. Experiments on synthetic datasets demonstrate that ResMI is robust to common biases exhibited by existing measures, particularly in settings with high cluster counts and asymmetric cluster distributions. Additionally, we show that ResMI identifies meaningful community structures in two real contact tracing networks.

cs.SI↗