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mcmc-diagnostics

// MCMC convergence diagnostics and analysis

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updated:March 4, 2026
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SKILL.md Frontmatter
namemcmc-diagnostics
descriptionMCMC convergence diagnostics and analysis
allowed-toolsBash,Read,Write,Edit,Glob,Grep
metadata[object Object]

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