v0.23.1

Turing v0.23.1

Diff since v0.23.0

Closed issues:

• @model scope and influence from global variables (#1915)

Merged pull requests:

• CompatHelper: bump compat for LogDensityProblems to 2, (keep existing compat) (#1917) (@github-actions[bot])
• Fix tests for Gibbs (#1920) (@yebai)

v0.23.0

Turing v0.23.0

Diff since v0.22.0

Merged pull requests:

• Match AdvancedPS 0.4 API (#1858) (@FredericWantiez)
• Attempt to tighten assertion accurary bounds by increasing MCMC samples (#1905) (@yebai)
• Variational Inference docs fix (#1912) (@v-i-s-h)

v0.22.0

Turing v0.22.0

Diff since v0.21.13

Closed issues:

• [BNP] Bayesian Nonparametrics project (#370)
• [BNP] Q-class (#374)
• [MH] change of variable (#376)
• [Traces]: add a member field to Trace to mark reference particle (#396)
• More robust mechanism for mapping model variables to samplers (#397)
• Particle Gibbs does not return log probability (#643)
• Improvement of sampler descriptions. (wip) (#699)
• Test for RandomMeasures fail (#973)
• Update benchmarks on wiki (#1006)
• Sanity check is missing for space of Gibbs sampler and model parameter space (#1012)
• Handle gradient = nothing case when doing reverse diff with Zygote (#1081)
• Failure when dimension changes (#1115)
• Simple benchmarking for Tracker, ReverseDiff, and Zygote (#1140)
• initial parameters / NUTS step size (#1314)
• Integrating out variables via Laplace approximation (or other methods) (#1382)
• Add instructions to check the gradient function (#1383)
• Precompilation fails while using ReverseDiff backend (#1400)
• RFC: Sampler-specific AD settings instead of global AD settings (#1402)
• rdcache not cleared while using MLE,MAP estimation (#1418)
• Coeftable throws error on mle and map estimates (#1447)
• GibbsConditionals: proper variable subsumption (#1452)
• Wrong interpolation symbol? (#1551)
• Sampler initialization (init_params) (#1563)
• Some tests for MH fail for certain random seeds (#1587)
• The chains do not converge to the same posterior (#1593)
• Numerical error messages: real problem or just terminal noise? (#1621)
• Feature request: Add LKJCholesky (#1629)
• Sometimes this error is thrown: Cannot convert an object of type Geometric{Float64} to an object of type Dirac{Float64} (#1669)
• Improper (?) chains resuming (#1697)
• AbstractMCMC.step with different model at each step (#1699)
• Stein Thinning (#1704)
• Question: looks like the order of variables are inconsistent (#1712)
• Bijector error with VI and arraydist/filldist (#1717)
• Easy way to get gradient evaluation timing (#1721)
• Automatic lazy broadcasting/optimization for arrays of distributions (#1723)
• Invalid test case for Gibbs? (#1725)
• Refactoring Glue Code (#1735)
• Way to Declare Data (#1736)
• Improve usage and support for immutable AbstractVarInfo (#1752)
• Batch size reduced to zero when doing inference on ODEs (#1760)
• Massive test time regressions (#1774)
• Broken doctests (#1796)
• there is an erro in Variational inference (VI) of the Tutorials (#1820)
• Concrete terse structs (#1830)
• Question: Which package is the MCMCserial() part of? been working through the notebook and have had problems with it not being defined hence that part of the notebook does not run (#1842)
• Custom distribution sampling does not perform well (#1859)
• Proposal: Interest in faster logpdf for BernoulliLogit (logistic regression) (#1890)

Merged pull requests:

• Compatibility with new DPPL version (#1900) (@torfjelde)
• CompatHelper: bump compat for Setfield to 1, (keep existing compat) (#1906) (@github-actions[bot])
• Bump minor version (#1909) (@torfjelde)

v0.21.13

Turing v0.21.13

Diff since v0.21.12

Closed issues:

• Hessian AD for logjoint and second-order optim interface broken (#1878)
• Error with bunchkaufman factorization (#1889)

Merged pull requests:

• Fix LogPoisson typo in docstring (#1888) (@storopoli)
• Conditionally remove BernoulliLogit (#1892) (@devmotion)

v0.21.12

Turing v0.21.12

Diff since v0.21.11

Merged pull requests:

• vi should not work with Matrixvariate distributions (#1545) (@torfjelde)
• Support LogDensityProblems 1 (#1883) (@devmotion)

v0.21.11

Turing v0.21.11

Diff since v0.21.10

Closed issues:

• Getting the preconditioner/checking that it is functional (#1860)
• Libtask error when using PG (#1873)
• VarInfo internal error with MH (#1874)
• Console logging of sampling broken (#1875)

Merged pull requests:

• Use LogDensityProblems instead of gradient_logp (#1877) (@devmotion)
• Update gibbs.jl (#1879) (@yebai)
• Remove outdated and unused Stan interface and tests (#1880) (@devmotion)

v0.21.10

Turing v0.21.10

Diff since v0.21.9

Closed issues:

• Bayesian neural network using VI tutorial does not solve the problem (#1326)
• Adding an implementation of the EM Algorithm to Turing for fitting latent variable models or mixture models (#1340)
• Simple syntax error in coin example (#1376)
• Question: What is the true value of observation noise in SDE example? (#1540)
• Issue with hierarchical model with LKJCholesky sampling! (#1807)
• Math doesn't display on some docs pages (#1827)
• Turing.jl sampling quite slow compared to brms (rstan) and bambi (pymc) (#1851)
• StackOverflowError: (#1854)
• Fix local website build (#1855)

Merged pull requests:

• CompatHelper: bump compat for DocStringExtensions to 0.9, (keep existing compat) (#1844) (@github-actions[bot])
• locally tested latex (#1857) (@tomroesch)
• Minor update to tests after new DPPL update (#1865) (@torfjelde)
• Latex in for-developers section tested through turing.ml. (#1869) (@tomroesch)
• Remove obsolete files in the docs folder. (#1872) (@yebai)

v0.21.9

Turing v0.21.9

Diff since v0.21.8

Merged pull requests:

• Remove unnecessary import of settrans! (#1850) (@torfjelde)

v0.21.8

Turing v0.21.8

Diff since v0.21.7

Closed issues:

• Predict with MvNormal in (#1848)

Merged pull requests:

• Remove implementations of logpdf_with_trans for NoDist (#1849) (@devmotion)

v0.21.7

Turing v0.21.7

Diff since v0.21.6

Merged pull requests:

• Unify log density function types (#1846) (@devmotion)
• Clean docs and docstrings (#1847) (@pitmonticone)