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
- Convergence Check: Verify Rhat < 1.01 for all parameters
- Sample Quality: Ensure ESS is sufficient for inference
- Visual Inspection: Review trace plots for mixing
- Divergences: Address divergent transitions
Tools/Libraries
- ArviZ
- CODA
- MCMCpack