v0.2.22

AdvancedHMC v0.2.22

Diff since v0.2.21

Closed issues:

• Make API doc avaiable at turing.ml (#138)
• Improving vectorized HMC implementaion (#162)
• Merge metric and preconditoner (#174)

Merged pull requests:

• Small improvements (#166) (@xukai92)
• Allow LazyArrays version 0.15 (#181) (@andreasnoack)
• Create CompatHelper.yml (#182) (@yebai)
• Improving vectorized mode (#185) (@xukai92)
• CompatHelper: bump compat for "StatsBase" to "0.33" (#187) (@github-actions[bot])
• Merge Preconditioner into Welford estimators (#188) (@xukai92)
• Small improvement for Leapfrog (#189) (@xukai92)
• Support passing stepsize directly to utility adaptor (#192) (@xukai92)

v0.2.21

AdvancedHMC v0.2.21

Diff since v0.2.20

Closed issues:

• No method for pm_next! (#163)
• Custom function for AdvancedHMC (#167)
• Link in the gradient section of README.md is broken (#177)

Merged pull requests:

• Update README.md (#164) (@yebai)
• Install TagBot as a GitHub Action (#168) (@JuliaTagBot)
• Fix typo in README.md (#169) (@ebb-earl-co)
• Update README.md (#170) (@yebai)
• Fix broken link in gradient section (#178) (@xukai92)
• bump compat entry for ArgCheck (#180) (@simeonschaub)
• Allow LazyArrays version 0.15 (#181) (@andreasnoack)

v0.2.20

v0.2.20 (2020-01-15)

Diff since v0.2.19

Merged pull requests:

• Improve utility (#161) (xukai92)

v0.2.19

v0.2.19 (2020-01-08)

Diff since v0.2.18

Merged pull requests:

• Use import for OrdinaryDiffEq to prevent initialize! clash (#160) (Vaibhavdixit02)
• Some style fixes (#158) (willtebbutt)

v0.2.18

v0.2.18 (2020-01-05)

Diff since v0.2.17

Merged pull requests:

• Correct the order of break (#157) (xukai92)

v0.2.17

v0.2.17 (2020-01-04)

Diff since v0.2.16

Closed issues:

• Support DiffEq ODE integrators (#145)

Merged pull requests:

• Bugfix for StanHMCAdaptor (#156) (xukai92)

v0.2.16

v0.2.16 (2020-01-02)

Diff since v0.2.15

Merged pull requests:

• Add DifferentialEquations.jl integrators (#154) (IvanYashchuk)

v0.2.15

v0.2.15 (2020-01-02)

Diff since v0.2.14

Closed issues:

• Fix the example (#150)
• customize the number of n_steps (#144)
• Multithreading accelerations (#135)
• Implement a function to "print out" windowed adaptation (#112)
• Improve numerical error message clarity (#110)
• Add support for static HMC with multinomial sampler (#102)
• Remove the n\_adapts field from StanHMCAdaptor (#97)

Merged pull requests:

• Work around compiler bug - Julia issue 34232 (#152) (mohamed82008)
• add missing where P to OrdinaryDiffEq Requires (#149) (ChrisRackauckas)
• Update gdemo using Bijectors (#147) (xukai92)
• WIP: Setup DiffEq common interface integrator (#146) (ChrisRackauckas)
• RFC static to support MultinomialTS (#142) (xukai92)
• fix merge issue (#141) (xukai92)
• Improve adapt utility (#139) (xukai92)

v0.2.14

v0.2.14 (2019-12-02)

Diff since v0.2.13

Closed issues:

• About the function returns the gradient of the likelihood (#134)
• Add AHMC composable interface to README (#104)
• Support of theta_init of Matrix type / GPU-level multiple chain support (#92)

Merged pull requests:

• Bump LazyArrays dep (#137) (ChrisRackauckas)
• Improve numerical error message (#136) (xukai92)
• Update README.md (#133) (xukai92)
• Support of theta_init of Matrix type / GPU-level multiple chain support (#117) (xukai92)

v0.2.13

v0.2.13 (2019-11-09)

Diff since v0.2.12

Closed issues:

• Add more statistics (#123)

Merged pull requests:

• Allow latest version of StatsFuns and prepare for bugfix release (#132) (andreasnoack)
• Add boundary check and fix test for temper (#131) (xukai92)
• Bugfix for tempered Leapfrog (#130) (xukai92)