v0.3.4

AdvancedHMC v0.3.4

Diff since v0.3.3

Merged pull requests:

• CompatHelper: bump compat for AbstractMCMC to 4, (keep existing compat) (#285) (@github-actions[bot])

v0.3.3

AdvancedHMC v0.3.3

Diff since v0.3.2

Closed issues:

• Idea: Adding techniques from paper: "Generalizing hamiltonian monte carlo with neural networks" (#148)
• [RFC]: notations used in this package (#48)
• Pair values with metadata? (#101)
• Wrap Welford estimators using OnlineStats.jl (#179)
• Interface with AbstractMCMC.jl (#211)
• Introducing the dev branch (#237)

Merged pull requests:

• Minor fix: missing rng for init_params (#284) (@theogf)

v0.3.2

AdvancedHMC v0.3.2

Diff since v0.3.1

Merged pull requests:

• Missing integrated tests for StrictGeneralisedNoUTurn (#276) (@xukai92)
• CompatHelper: bump compat for Setfield to 0.8, (keep existing compat) (#278) (@github-actions[bot])
• Partial momentum refreshment missing sqrt() (#280) (@rhaps0dy)

v0.3.1

AdvancedHMC v0.3.1

Diff since v0.3.0

Merged pull requests:

• Fix deprecations (#275) (@devmotion)

v0.3.0

AdvancedHMC v0.3.0

Diff since v0.2.27

Closed issues:

• Modular design for refreshing momentum variables (#13)
• Unify Trajectory type for static, dynamic HMC samplers. (#103)
• First-class support of sampling on a struct (#159)
• Return adapted mass matrix (#230)
• HMC gives GPU compilation error (#235)
• Error gradient (#243)
• Support for Complex and Matrix Parameters (#251)
• StanHMC-adaptor (#252)
• Compatibility with ComponentArrays.jl (#253)
• Support for complex numbers (#262)
• the example in the doc does not run (#264)
• Minimal example from README.md gives error with Beta distribution (#266)

Merged pull requests:

• Added note to documentation of sample function (#236) (@trappmartin)
• Update for MCMCDebugging (#238) (@xukai92)
• GitHub Actions workflow to pull changes to dev (#239) (@xukai92)
• Refactoring termination criterion (#240) (@xukai92)
• Update for MCMCDebugging (#241) (@xukai92)
• Fixed default type for NesterovDualAveraging (#242) (@torfjelde)
• Merge dev branch into master. (#244) (@yebai)
• Unifying trajectories (#245) (@xukai92)
• Introduce HMCKernel and momentum refreshment structs (#247) (@xukai92)
• Basic CUDA support (#255) (@treigerm)
• support ComponentArrays (#257) (@scheidan)
• Update citation suggestions (#258) (@xukai92)
• Adopt AbstractMCMC.jl interface (#259) (@torfjelde)
• Replace slow reconstruct from Parameters.jl with faster @setfield from Setfield.jl (#260) (@torfjelde)
• Fix type-issue in PhasePoint (#263) (@torfjelde)
• PhasePoint constructor bug when using GPU (#267) (@treigerm)
• Improved testing suite (#270) (@torfjelde)

v0.2.27

AdvancedHMC v0.2.27

Diff since v0.2.26

Closed issues:

• Modify link-out to IMP.hmc (#223)
• Sampling hangs on integer data (#229)
• Bug in metric resizing (#231)

Merged pull requests:

• Update IMP.hmc description in readme (#225) (@sethaxen)
• Fix metric resizing (#232) (@treigerm)

v0.2.26

AdvancedHMC v0.2.26

Diff since v0.2.25

Closed issues:

• Discontinuous Hamiltonion Monte Carld (#19)
• Lack of integrated/statistical tests (#87)
• Potential improvement for U-Turn detection (#94)
• example of multiple chains drawns simultaneously (#143)
• Export AdvancedHMC from AdvancedHMC (#172)
• ϵ0 of JitteredLeapfrog is not adapted (#218)

Merged pull requests:

• [RFC] Add multi-threaded example to readme (#197) (@Vaibhavdixit02)
• Add robust U-turn check (#207) (@treigerm)
• Using MCMCDebugging for Geweke test (#208) (@xukai92)
• Fix adaptation of nominal step size for JitteredLeapfrog (#220) (@sethaxen)
• Run Github Actions CI on latest release (#221) (@sethaxen)

v0.2.25

AdvancedHMC v0.2.25

Diff since v0.2.24

Closed issues:

• Correctly testing show functions (#40)
• Link to the API doc (#176)
• Precompilation fails with 1.5.0-beta1 (#203)

Merged pull requests:

• Bugfix for Base.show (#195) (@xukai92)
• Add docs badges (#196) (@Vaibhavdixit02)
• Fix bugs in multinomial sampling (#199) (@xukai92)
• Small changes (#200) (@torfjelde)
• CompatHelper: add new compat entry for "DocStringExtensions" at version "0.8" (#202) (@github-actions[bot])
• Useinclude with the correct order via @require in __init__ (#204) (@devmotion)
• Update CI (#205) (@devmotion)

v0.2.24

AdvancedHMC v0.2.24

Diff since v0.2.23

Merged pull requests:

• Fix deprecation (#193) (@xukai92)

v0.2.23

AdvancedHMC v0.2.23

Diff since v0.2.22

Merged pull requests:

• Replace similar by zeros to avoid warning in PhasePoint (#191) (@xukai92)