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MCMC convergence diagnostics and analysis
--- name: mcmc-diagnostics-4554bc5c2eba description: MCMC convergence diagnostics and analysis allowed-tools: - Bash - Read - Write - Edit - Glob - Grep metadata: specialization: mathematics domain: science category: statistical-computing phase: 6 graph: domains: [domain:mathematics] specializations: [specialization:computational-mathematics] skillAreas: [skill-area:statistical-analysis, skill-area:mathematical-reasoning, skill-area:data-analysis] workflows: [workflow:experiment-design] roles: [role:research-scientist, role:data-scientist] --- # 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--- name: mcmc-diagnostics-4554bc5c2eba description: MCMC convergence diagnostics and analysis allowed-tools: - Bash - Read - Write - Edit - Glob - Grep metadata: specialization: mathematics domain: science category: statistical-computing phase: 6 graph: domains: [domain:mathematics] specializations: [specialization:computational-mathematics] skillAreas: [skill-area:statistical-analysis, skill-area:mathematical-reasoning, skill-area:data-analysis] workflows: [workflow:experiment-design] roles: [role:research-scientist, role:data-scientist] --- # 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
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