Troubleshooting Bayesian cognitive models

Using Bayesian methods to apply computational models of cognitive processes, or Bayesian cognitive modeling, is an important new trend in psychological research. The rise of Bayesian cognitive modeling has been accelerated by the introduction of software that efficiently automates the Markov chain Monte Carlo sampling used for Bayesian model fitting-including the popular Stan and PyMC packages, which automate the dynamic Hamiltonian Monte Carlo and No-U-Turn Sampler (HMC/NUTS) algorithms that we spotlight here. Unfortunately, Bayesian cognitive models can struggle to pass the growing number of diagnostic checks required of Bayesian models. If any failures are left undetected, inferences about cognition based on the model's output may be biased or incorrect. As such, Bayesian cognitive models almost always require troubleshooting before being used for inference. Here, we present a deep treatment of the diagnostic checks and procedures that are critical for effective troubleshooting, but are often left underspecified by tutorial papers. After a conceptual introduction to Bayesian cognitive modeling and HMC/NUTS sampling, we outline the diagnostic metrics, procedures, and plots necessary to detect problems in model output with an emphasis on how these requirements have recently been changed and extended. Throughout, we explain how uncovering the exact nature of the problem is often the key to identifying solutions. We also demonstrate the troubleshooting process for an example hierarchical Bayesian model of reinforcement learning, including supplementary code. With this comprehensive guide to techniques for detecting, identifying, and overcoming problems in fitting Bayesian cognitive models, psychologists across subfields can more confidently build and use Bayesian cognitive models in their research. (PsycInfo Database Record (c) 2025 APA, all rights reserved).