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Releases: TuringLang/AdvancedHMC.jl

v0.3.4

08 Mar 21:37
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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

01 Feb 20:58
615a923
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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

13 Oct 10:53
beeb37b
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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

27 Aug 05:56
642fc52
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AdvancedHMC v0.3.1

Diff since v0.3.0

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v0.3.0

15 Jul 14:15
7cad9f0
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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:

v0.2.27

02 Dec 00:52
e00b686
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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:

v0.2.26

23 Oct 01:05
692e646
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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:

v0.2.25

03 Jun 00:25
394ab45
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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:

v0.2.24

14 Apr 16:01
09e59bd
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AdvancedHMC v0.2.24

Diff since v0.2.23

Merged pull requests:

v0.2.23

13 Apr 21:00
7e5193b
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AdvancedHMC v0.2.23

Diff since v0.2.22

Merged pull requests:

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