MCMC convergence diagnostics and analysis
Scanned 9/2/2026
Install to Claude Code
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---
name: mcmc-diagnostics
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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