v0.2.1

v0.2.1 (2019-07-25)

Diff since v0.2.0

Closed issues:

• Return more information for each step (#59)
• Implement Base.show for all user side types (#36)
• RFC Adapter types (#28)
• More robust and modular way of detecting divergence (#16)
• Adding noise to step size? (#10)

Merged pull requests:

• Bugfix for metric renew (#83) (xukai92)

v0.2.0

v0.2.0 (2019-07-23)

Diff since v0.1.9

Closed issues:

• Get more comments and docstrings (#75)
• Add more informative error messages. (#71)
• HMC: Multinomial Sampling Instead of Slice Sampling (#62)
• Update gradient function to return both value and gradient (#56)
• Simplifying Metric types by using AbstractPDMat (#34)
• RFC find_good_eps (#27)
• DynamicHMC is (~5 times) faster than Turing's HMC implementation (#26)

Merged pull requests:

• Towards v0.2.0 (#81) (xukai92)

v0.1.9

v0.1.9 (2019-07-05)

Diff since v0.1.8

Merged pull requests:

• Fix RFC typo (#78) (xukai92)
• Fixed bug preventing StanHMCAdaptor from adapting (#77) (chriselrod)
• Improving the performance and generality of adaptation (#74) (mohamed82008)

v0.1.8

v0.1.8 (2019-06-06)

Diff since v0.1.7

Merged pull requests:

• Bugfix for pre-conditioner dimensionality. (#72) (yebai)

v0.1.7

v0.1.7 (2019-05-31)

Diff since v0.1.6

Closed issues:

• Consider introduce the PhasePoint type (#17)

Merged pull requests:

• Fix callback functions without RNG for transition (#73) (yebai)
• Move rejection to MH (#68) (xukai92)

v0.1.6

v0.1.6 (2019-05-22)

Diff since v0.1.5

Closed issues:

• Add progress meter (#57)
• Consider merge logπ and ∂logπ∂θ into a single type (#29)

Merged pull requests:

• Fix adaptation for HMCDA (#67) (xukai92)
• Update HMCDA with the new PhasePoint interface (#66) (xukai92)
• Support progress meter (#65) (xukai92)
• Fix typo in integrator (#63) (xukai92)
• Type design for PhasePoint and DualValue. (#51) (yebai)

v0.1.5

Bugfix in `find_good_eps`.

v0.1.4

Improve trajectory (#58)

* implement HMCDA and add abstract callback function

* bugfix for H_new

* remove comments

* update version in Project.toml

@JuliaRegistrator register()

Leapfrog bugfix and refactoring

• A typo in leapfrog integration was caught by @yebai!
• Some refactoring of leapfrog codes for future improvement

Improved numerical stability and enhanced NUTS interface

• NaNs are correctly handled now.
• Hyper parameters for NUTS now can be set via the constructor.
• Codes for the AbstractMetric type is simplified and improved.