I’m pretty sure that I’ve yet to see a model that hits maximum treedepth but actually samples correctly. You’re saying that with 2.14 you can start ten chains from different initial values and then you get a good multi-chain split R-hat despite hitting max tree depth? There were some issues a while ago with rstan swallowing warning messages but I’m not sure if these changed from 2.14 to 2.15… @bgoodri?