Convergence Diagnostics

Use this skill when checking MCMC convergence after fitting Stan models. Convergence means chains mixed and explored the same target, and you have enough effective draws.

CmdStanPy Diagnostics

After fitting with CmdStanPy, run:

• fit.summary(): Returns DataFrame with R-hat, ESS_bulk, ESS_tail, MCSE per parameter
• fit.diagnose(): Checks for divergences, max treedepth, low E-BFMI, low ESS, high R-hat

If diagnose() reports no problems, you still need visual checks via ArviZ.

ArviZ Workflow