name: mcmc-diagnostics description: MCMC convergence diagnostics and analysis allowed-tools:

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MCMC Diagnostics

Purpose

Provides MCMC convergence diagnostics and analysis capabilities for validating Bayesian inference results.

Capabilities

• Rhat (potential scale reduction) computation
• Effective sample size (ESS) calculation
• Trace plot generation
• Autocorrelation analysis
• Divergence detection
• Energy diagnostic (E-BFMI)

Usage Guidelines

1. Convergence Check: Verify Rhat < 1.01 for all parameters
2. Sample Quality: Ensure ESS is sufficient for inference
3. Visual Inspection: Review trace plots for mixing
4. Divergences: Address divergent transitions

Tools/Libraries

• ArviZ
• CODA
• MCMCpack