{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,9,20]],"date-time":"2025-09-20T22:09:59Z","timestamp":1758406199997},"reference-count":17,"publisher":"Oxford University Press (OUP)","issue":"3","license":[{"start":{"date-parts":[[2022,11,22]],"date-time":"2022-11-22T00:00:00Z","timestamp":1669075200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/pages\/standard-publication-reuse-rights"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2023,8,14]]},"abstract":"<jats:title>Summary<\/jats:title><jats:p>A matching prior at level $1-\\alpha$ is a prior such that an associated $1-\\alpha$ credible region is also a $1-\\alpha$ confidence set. We study the existence of matching priors for general families of credible regions. Our main result gives topological conditions under which matching priors for specific families of credible regions exist. Informally, we prove that, on compact parameter spaces, a matching prior exists if the so-called rejection-probability function is jointly continuous when we adopt the Wasserstein metric on priors. In light of this general result, we observe that typical families of credible regions, such as credible balls, highest-posterior density regions, quantiles, etc., fail to meet this topological condition. We show how to design approximate posterior credible balls and highest-posterior density regions that meet these topological conditions, yielding matching priors. Finally, we evaluate a numerical scheme for computing approximately matching priors based on discretization and iteration. The proof of our main theorem uses tools from nonstandard analysis and establishes new results about the nonstandard extension of the Wasserstein metric that may be of independent interest.<\/jats:p>","DOI":"10.1093\/biomet\/asac061","type":"journal-article","created":{"date-parts":[[2022,11,22]],"date-time":"2022-11-22T14:34:25Z","timestamp":1669127665000},"page":"763-776","source":"Crossref","is-referenced-by-count":3,"title":["Existence of matching priors on compact spaces"],"prefix":"10.1093","volume":"110","author":[{"given":"Haosui","family":"Duanmu","sequence":"first","affiliation":[{"name":"Institute of Advanced Study in Mathematics, Harbin Institute of Technology , Harbin, Heilongjiang 150001, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Daniel M","family":"Roy","sequence":"additional","affiliation":[{"name":"University of Toronto Department of Statistical Sciences, , 100 St. George Street, Toronto, Ontario M5G 1Z5, Canada"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Aaron","family":"Smith","sequence":"additional","affiliation":[{"name":"University of Ottawa Department of Mathematics and Statistics, , 150 Louis-Pasteur Pvt, Ottawa, Ontario K1N 6N5, Canada"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"286","published-online":{"date-parts":[[2022,11,22]]},"reference":[{"key":"2023081420144786300_B1","doi-asserted-by":"crossref","first-page":"845","DOI":"10.1214\/aoms\/1177706070","article-title":"Some validity criteria for statistical inferences","volume":"30","author":"Buehler,","year":"1959","journal-title":"Ann. 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