BrooksGelmanConvergence uses the older variance-based Brooks-Gelman statistic and is the default for TransformedMCMC.
Modern practice recommends rank-normalized split R-hat, folded R-hat, and bulk/tail effective sample sizes. These better detect non-stationarity and tail problems.
Consider adding these diagnostics and then reassessing the default.
Reference: Vehtari et al. (2021), https://doi.org/10.1214/20-BA1221
BrooksGelmanConvergenceuses the older variance-based Brooks-Gelman statistic and is the default forTransformedMCMC.Modern practice recommends rank-normalized split R-hat, folded R-hat, and bulk/tail effective sample sizes. These better detect non-stationarity and tail problems.
Consider adding these diagnostics and then reassessing the default.
Reference: Vehtari et al. (2021), https://doi.org/10.1214/20-BA1221