The potential scale reduction factor compares variation within simulated chains to a variance estimate also incorporating differences between chains. In its classical form, , where is the average within-chain sample variance. Values appreciably above one indicate disagreement; values close to one do not prove convergence. Splitting chains helps expose changes over time, and modern rank-based variants improve robustness.[ref]
Stan Development Team Created 2026-10-14 Updated 2026-11-05
The Stan Development Team is the collective author credited for Stan's statistical modeling manuals. The Stan Reference Manual by Stan Development Team documents the language and inference methods; the Stan User's Guide by Stan Development Team develops model construction and applied examples.
Its treatment of posterior analysis explains diagnostics such as effective sample size and split R-hat for Markov chain Monte Carlo. These assess features of finite sampled output and do not turn a finite run into a proof of exact convergence.[ref]