Trace plots

Trace rank plots

to check whether any chain occupies a higher space than others

R-hat

• a ratio of variances
• as total variance shrinks to average variance within chains, R-hat approaches 1:
  
• No guarantees here!

Number of effective samples (n_eff)

• "How long would the chain be, if each sample was independent of the one before it?"
• When samples are autocorrelated, you have fewer effective samples.

Divergent transition

• a kind of rejected proposal