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.
- add
logdensitiestomcmcresults (#194) - minor cleanup of
Project.toml
- Cleanup tests, tighten tolerances. (#190)
- Use OhMyThreads for threaded example. (#191)
- remove
@unpack, use(;) - require Julia 1.10
- minor test fixes
- refresh Github actions
- loosen test tolerances a bit to test cleanly on Julia 1.11
- remove vestigial code from tests
- fix compat entries
- test with Aqua, minor fixes
- Provide more details when initial stepsize search fails. (#180)
- Simplify stepsize search. (#181)
- replace
Parameters: @unpackwithSimpleUnPack(#182) - replace
GLOBAL_RNGwithdefault_rng()(#183)
- compat bumps
- remove workaround for JET.jl
- change stacked ordering
- Support Julia LTS and update CompatHelper
- transition to MCMCDiagnosticTools for diagnostics
- minor fixes
- JET tests up front so that method extensions do not confuse it
- remove
position_matrixhttps://github.com/tpapp/DynamicHMC.jl/pull/165, add utility functions for posterior matrices
- compat version bumps
- compat version bumps
- compat version bumps
- minor doc and export list fixes (follow-up to (#145))
- more robust U-turn checking (#145)
- get rid of
local_optimizationin warmup (#146)
- add a progress bar (#136)
- compat bounds, minor changes
- compat bumps extension
- relax test bounds a bit (#116)
Technical release (compat version bounds extended).
-
re-enable support for Julia 1.0 (#107)
-
fix penalty sign in initial optimization (#97)
-
add example for skipping stepsize search (#104)
-
add experimental “iterator” interface (#94)
-
use
randexpfor Metropolis acceptance draws -
remove dependence on StatsFuns.jl
Default keyword arguments for LogProgressReport.
Don't print chain_id when it is nothing.
Note: the interface was redesigned. You probably want to review the docs, especially the worked example.
-
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_trajectoryfor exploration
-
-
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
-
- fix LogDensityProblems version bounds
- fix tuning with singular covariance matrices
- minor fixes in tests and coverage
No CHANGELOG available.