Add intuitive glossary of common terms

I think that it would be good to add an accessible glossary of some common parameters and summary outputs. Many users struggle to understand and even find explanations of terms they see often, like Rhat, bulk and tail effective sample sizes (ESS), sampling iteration, tree depth, and even chains. Most of these terms have technical explanations scattered throughout the libraries documentation or the Stan guide. But having a single reference with more intuitive explanations would help everyone, especially applied users from fields other than Statistics.

Start by reviewing the existing library documentation and Stan guide explanations for Rhat, bulk and tail ESS, sampling iteration, tree depth, and chains. Done means a single accessible glossary provides intuitive explanations of these common parameters and summary outputs for applied users.