v0.8.0

AdvancedHMC v0.8.0

Diff since v0.7.1

Breaking changes

• To make an MCMC transition from phasepoint z using trajectory τ(or HMCKernel κ) under Hamiltonian h, use transition(h, τ, z) or transition(rng, h, τ, z)(if using HMCKernel, use transition(h, κ, z) or transition(rng, h, κ, z)).
• The initial_step_size in find_good_stepsize for heuristic search of a good initial leap-frog step-size can be manually specified, defaulting to 1//10.
• The printing interface has been upgraded to a more user-friendly design.

Merged pull requests:

• Revive GPU tests (#430) (@ErikQQY)
• Add quality tests (#431) (@ErikQQY)
• Fix CUDA tests (#433) (@ErikQQY)
• Allow specifying initial step-size (#434) (@ErikQQY)
• Unify argument order in phasepoint and transition (#435) (@ErikQQY)
• Skip CUDA tests when no CUDA devices are found. (#436) (@yebai)
• Move Riemannian HMC files (#438) (@yebai)
• DocsGHA: Grant write permission to pull-requests event (#441) (@shravanngoswamii)
• Fix experimental CI (#442) (@ErikQQY)
• Better printing (#446) (@ErikQQY)
• CompatHelper: bump compat for MCMCChains in [weakdeps] to 7, (keep existing compat) (#448) (@github-actions[bot])
• Update CHANGELOG (#451) (@ErikQQY)

Closed issues:

• Canonical momentum and kinetic momentum (#129)
• Vectorize NUTS (#140)
• Discontinuous Hamiltonian Monte Carlo for discrete parameters (#209)
• A support list of all combinations (#212)
• Initial Epsilon in find_good_step_size function (#216)
• Reduce number of allocations (#224)
• Mixed Hamiltonian Monte Carlo for Mixed Discrete and Continuous Variables (#234)
• Unify argument orders (#248)
• Disable warning about rejection because of numerical errors (#268)
• Integration test for Turing (#269)
• Forecasting (#308)
• Objects of type LogTargetDensity are not callable (#324)
• Retest is broken (#327)
• Define a model (#363)
• GPU tests via buildkite (#429)