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MCMC Diagnostics

MCMC convergence diagnostics and analysis

Installable skillMITBy a5c-aiUpdated Oct 28, 2026
INTENDED FORClaude CodeCodexOpenClawCursorInstall in a listed agent.

instructions.md

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name: mcmc-diagnostics-4554bc5c2eba
description: MCMC convergence diagnostics and analysis
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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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Platform guidance

Imported from the listed AgentSkill.sh category. Complete supplied package files and notices are retained. Required external tools and credentials are not installed. No bundled code was executed during import. Individual agent task behavior has not been tested.