v0.4.1

AdvancedHMC v0.4.1

Diff since v0.4.0

Merged pull requests:

• Improve Hamiltonian constructors (#307) (@devmotion)

v0.4.0

AdvancedHMC v0.4.0

Diff since v0.3.6

Closed issues:

• README example fails (#295)

Merged pull requests:

• add descriptions to README (#296) (@SaranjeetKaur)
• Remove Turing Web in favour of MultiDocumenter (#298) (@yebai)
• Introduce type for kinetic energy (#299) (@xukai92)
• Use LogDensityProblems.jl (#301) (@torfjelde)
• Relativistic HMC (#302) (@xukai92)
• chore: unpack kinetic.jl (#303) (@xukai92)
• Moved all experimental code including tests into research folder. (#304) (@yebai)

v0.3.6

AdvancedHMC v0.3.6

Diff since v0.3.5

Merged pull requests:

• CompatHelper: bump compat for Setfield to 1, (keep existing compat) (#291) (@github-actions[bot])
• CompatHelper: bump compat for DocStringExtensions to 0.9, (keep existing compat) (#292) (@github-actions[bot])
• Release new version (#294) (@devmotion)

v0.3.5

AdvancedHMC v0.3.5

Diff since v0.3.4

Closed issues:

• Improve AHMC's documentation (#128)
• MethodError: no method matching Float64(::ForwardDiff.Dual{ForwardDiff.Tag{typeof(ℓπ),Float64},Float64,8}) (#265)

Merged pull requests:

• Documentation setup (#286) (@xukai92)
• refactor: use ReTest (#287) (@xukai92)
• CompatHelper: bump compat for StatsFuns to 1, (keep existing compat) (#289) (@github-actions[bot])
• Increase version (#290) (@yebai)

v0.3.4

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

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

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

AdvancedHMC v0.3.1

Diff since v0.3.0

Merged pull requests:

• Fix deprecations (#275) (@devmotion)

v0.3.0

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:

• Added note to documentation of sample function (#236) (@trappmartin)
• Update for MCMCDebugging (#238) (@xukai92)
• GitHub Actions workflow to pull changes to dev (#239) (@xukai92)
• Refactoring termination criterion (#240) (@xukai92)
• Update for MCMCDebugging (#241) (@xukai92)
• Fixed default type for NesterovDualAveraging (#242) (@torfjelde)
• Merge dev branch into master. (#244) (@yebai)
• Unifying trajectories (#245) (@xukai92)
• Introduce HMCKernel and momentum refreshment structs (#247) (@xukai92)
• Basic CUDA support (#255) (@treigerm)
• support ComponentArrays (#257) (@scheidan)
• Update citation suggestions (#258) (@xukai92)
• Adopt AbstractMCMC.jl interface (#259) (@torfjelde)
• Replace slow reconstruct from Parameters.jl with faster @setfield from Setfield.jl (#260) (@torfjelde)
• Fix type-issue in PhasePoint (#263) (@torfjelde)
• PhasePoint constructor bug when using GPU (#267) (@treigerm)
• Improved testing suite (#270) (@torfjelde)

v0.2.27

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:

• Update IMP.hmc description in readme (#225) (@sethaxen)
• Fix metric resizing (#232) (@treigerm)