> Unfortunately, that means that you are very unlikely to know whether the answers you are getting are at all correct. For large multilevel GLMs I have found R

> Unfortunately, that means that you are very unlikely to know whether the answers you are getting are at all correct. For large multilevel GLMs I have found Rhat and posterior predictive checks to be sufficient to diagnose HMC sampling issues. But, of course, these might not fall within the category of difficult distributions you mentioned.