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Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

Unreleased

Added

Changed

Deprecated

Removed

Fixed

Security

v3.6.0

  • add logdensities to mcmc results (#194)
  • minor cleanup of Project.toml

v3.5.1

  • Cleanup tests, tighten tolerances. (#190)
  • Use OhMyThreads for threaded example. (#191)

v3.5.0

  • remove @unpack, use (;)
  • require Julia 1.10
  • minor test fixes

v3.4.8

  • refresh Github actions
  • loosen test tolerances a bit to test cleanly on Julia 1.11
  • remove vestigial code from tests

v3.4.7

  • fix compat entries

v3.4.6

  • test with Aqua, minor fixes

v3.4.5

  • Provide more details when initial stepsize search fails. (#180)
  • Simplify stepsize search. (#181)
  • replace Parameters: @unpack with SimpleUnPack (#182)
  • replace GLOBAL_RNG with default_rng() (#183)

v3.4.4

  • compat bumps

3.4.3

  • remove workaround for JET.jl

3.4.2

  • change stacked ordering

3.4.1

  • Support Julia LTS and update CompatHelper

3.4.0

  • transition to MCMCDiagnosticTools for diagnostics
  • minor fixes
  • JET tests up front so that method extensions do not confuse it

v3.3.0

v3.2.1

  • compat version bumps

v3.2.0

  • compat version bumps

v3.1.2

  • compat version bumps

v3.1.1

  • minor doc and export list fixes (follow-up to (#145))

v3.1.0

  • more robust U-turn checking (#145)

v3.0.0

  • get rid of local_optimization in warmup (#146)

v2.2.0

  • add a progress bar (#136)
  • compat bounds, minor changes

v2.1.4

  • compat bumps extension

v2.1.3

  • relax test bounds a bit (#116)

v2.1.2

Technical release (compat version bounds extended).

v2.1.1

  • re-enable support for Julia 1.0 (#107)

  • fix penalty sign in initial optimization (#97)

  • add example for skipping stepsize search (#104)

v2.1.0

  • add experimental “iterator” interface (#94)

  • use randexp for Metropolis acceptance draws

  • remove dependence on StatsFuns.jl

v2.0.2

Default keyword arguments for LogProgressReport.

v2.0.1

Don't print chain_id when it is nothing.

v2.0.0

Note: the interface was redesigned. You probably want to review the docs, especially the worked example.

API changes

  • major API change: entry point is now mcmc_with_warmup

  • refactor warmup code, add initial optimizer

  • use the LogDensityProblems v0.9.0 API

  • use Julia's Logging module for progress messages

  • diagnostics moved to DynamicHMC.Diagnostics

    • report turning and divergence positions

    • add leapfrog_trajectory for exploration

Implementation changes

  • factor out the tree traversal code

    • abstract trajectory interface

    • separate random and non-random parts

    • stricter and more exact unit tests

  • refactor Hamiltonian code slightly

    • caching is now in EvaluatedLogDensity

    • functions renamed

  • misc

    • remove dependency on DataStructures, Suppressor

    • cosmetic changes to dual averaging code

    • large test cleanup

v1.0.6

  • fix LogDensityProblems version bounds

v1.0.5

  • fix tuning with singular covariance matrices

v1.0.4

  • minor fixes in tests and coverage

v1.0.3 and prior

No CHANGELOG available.