- Fixes a
CmdStan
overflow issue in TuringBenchmarks
(#662)
- Improved testing coverage for distributions (#621)
- Added an upper bound on step size for HMC-based samplers (#659, #671)
- Fixed an index parsing bug in the
Chain
type (#658)
- Fixed
IPMCMC
sampler bug (#663)
- Fixed automatic differentiation through
nbinomlogpdf
(#664)
- Improved the API on the backend for HMC samplers (#671)
- It's easier to draw from a prior now, so treating an existing Turing model as a generative one no longer requires a long list of default values in the model call (#644, #651). By passing in a
Vector{Missing}
object, the sampler will draw samples from the prior rather than the posterior. As an example:
# Import packages.
using Turing
# Define a simple Normal model with unknown mean and variance.
@model gdemo(x) = begin
s ~ InverseGamma(2,3)
m ~ Normal(0, sqrt(s))
for i in eachindex(x)
x[i] ~ Normal(m, sqrt(s))
end
end
# Treat x as a vector of missing values.
model = gdemo(fill(missing, 2))
c = sample(model, HMC(500, 0.01, 5))