More guides on how to interpret chain results and debugging MCMC

[penelopeysm]

Transferring this to a new issue since the FAQ issue where this was posted is probably too broad

Another one I'm running into that could probably use a convenient FAQ response is "How do I interpret the summary statistics?" e.g. mcse, ess_bulk, ess_tail, rhat and so on. As someone with a maths background NOT in stats/probability having that additional context is useful.

Upon some initial search, some people have done a bit of digging already:

• https://discourse.julialang.org/t/what-is-the-interpretation-of-turings-std-naive-se-mcse/52252
• https://stats.stackexchange.com/questions/348984/stan-hatr-versus-gelman-rubin-hatr-definition

In an ideal scenario I'll probably dig through everything and then draft a summary to submit as a pull request, but it's likely I'll forget, hence my writing it here as a suggestion.

Originally posted by @matthras in #437