0.16.1

What's Changed

• Support Python 3.9 by @juanitorduz in #1923
• added note that sbvm is only accurate for conc <= 10k by @OlaRonning in #1924
• Clarify the composability of handlers with jax primities by @fehiepsi in #1926
• Add coveralls to CI by @fehiepsi in #1925
• Add Bayesian VAR(2) example script #1658 by @aibit0111 in #1915
• Bump to 0.16.1 by @fehiepsi in #1927

New Contributors

• @aibit0111 made their first contribution in #1915

Full Changelog: 0.16.0...0.16.1

0.16.0

What's Changed

• Fix flaky test_change_point_x64 by @GaetanLepage in #1863
• Refactor validate_args method on distributions (fixes #1865). by @tillahoffmann in #1866
• gh-1870: Refactor log_prob method in _MixtureBase class to handle -jnp.inf by @Qazalbash in #1874
• use biased autocorrelation estimate by default (resolves #1785) by @jonny-so in #1877
• remove depreciated line from docs by @juanitorduz in #1882
• feat: add api compat arg to NS.get_samples by @nstarman in #1880
• Fixing nested sampling by @renecotyfanboy in #1871
• ci: fix pre-commit by @nstarman in #1892
• Bump CI to python 3.10 by @fehiepsi in #1890
• Refactoring SteinVI by @OlaRonning in #1883
• Fix handling of event dimensions in ComposeTransform (fixes #1893). by @tillahoffmann in #1894
• Correct event dimensions for ReshapeTransform. by @tillahoffmann in #1895
• Updated SteinVI docs by @OlaRonning in #1898
• Fixed norm const for SBVM by @OlaRonning in #1899
• CHANGED Stein BNN example to use prediction with noise (i.e. y_bnn -> y) by @OlaRonning in #1900
• [BUG] Latent exclude deterministic by @juanitorduz in #1901
• Allow callable for vectorization over particles on SVI by @juanitorduz in #1902
• Add Gaussian state space model distribution. by @tillahoffmann in #1904
• Proof of Concept: Types and MyPy by @juanitorduz in #1906
• Allow to collect nested dict keys in mcmc by @fehiepsi in #1905
• Add types for contrib.stochastic_support and improve the HSGP module by @juanitorduz in #1907
• [Types] Diagnostics and Utils by @juanitorduz in #1912
• Add method to retrieve distribution arguments. by @tillahoffmann in #1913
• Merge postprocess_fn into the fori_collect loop by @fehiepsi in #1910
• Hm/all deterministic by @hessammehr in #1914
• Bump to 0.16.0 by @fehiepsi in #1917

New Contributors

• @GaetanLepage made their first contribution in #1863
• @jonny-so made their first contribution in #1877
• @nstarman made their first contribution in #1880

Full Changelog: 0.15.3...0.16.0

0.15.3

What's Changed

• Computing number of gradient evaluations example by @andyElking in #1839
• Enable pmap progress bar with cpu backend / remove deprecated host_callback by @andrewdipper in #1841
• NumPyro and Other Samplers Tutorial by @juanitorduz in #1842
• avoids setting jax tracer as lazy property attribute by @sbidari in #1843
• enable progress bar for multi-gpu by @andrewdipper in #1849
• Resolve numerical instability in entropy of GeometricLogits. by @tillahoffmann in #1852
• Generic cdf and icdf implementation for scalar TransformedDistributions. by @tillahoffmann in #1853
• Raise error when using CircularReparam at observed site by @fehiepsi in #1856
• Update docs to make Predictive behavior more clear by @tomwallis in #1850
• Fix binominal distribution by @InfinityMod in #1860
• Fix the file path when rendering model by @fehiepsi in #1857
• Fix DiscreteUniform.enumerate_support with non-trivial batch shape by @fehiepsi in #1859
• Implementation of Doubly Truncated Power Law and Lower Truncated Power Law by @Qazalbash in #1807
• Bump to 0.15.3 by @fehiepsi in #1858

New Contributors

• @andyElking made their first contribution in #1839
• @sbidari made their first contribution in #1843
• @tomwallis made their first contribution in #1850
• @InfinityMod made their first contribution in #1860

Full Changelog: 0.15.2...0.15.3

0.15.2

What's Changed

• Simplify the provenance logic to prepare for the removal of jax named shape by @fehiepsi in #1837
• Bump to 0.15.2 by @fehiepsi in #1840

Full Changelog: 0.15.1...0.15.2

0.15.1

What's Changed

• Add images to tutorial gallery by @juanitorduz in #1799
• Fix typo at publish workflow that triggers the upload many times by @fehiepsi in #1798
• Add further entropy implementations. by @tillahoffmann in #1800
• Support multidimensional HSGP (numpyro.contrib.hsgp) by @brendancooley in #1803
• fix(contrib.hsgp): fix incorrect dim arg to partial spectral density fns by @brendancooley in #1808
• fix(contrib.hsgp): convert matern spectral density from frequency domain by @brendancooley in #1811
• example: multidimensional HSGP by @brendancooley in #1801
• filter out tests waiting for next tfp release by @juanitorduz in #1817
• Convert explicit looping to bit twiddling for nuts u-turn calculations by @andrewdipper in #1818
• Make figure in AR2 example reproducible by @damonbayer in #1816
• Memory reduction fixes for MCMC sampler by @andrewdipper in #1802
• Less than eq constaint by @Qazalbash in #1822
• Support vector lengthscales for RBF and Matern kernels by @samanklesaria in #1819
• Update jax.tree_util.tree_map to jax.tree.map by @fehiepsi in #1821
• Fixes random_flax_module with flax.linen.BatchNorm by @juanitorduz in #1823
• Allow for more general chain_method in MCMC by @fehiepsi in #1825
• Support UnpackTransform.inv via pack_fn by @fehiepsi in #1824
• Allow to use NeuTra on models with plates by @fehiepsi in #1826
• Bump to 0.15.1 by @fehiepsi in #1830

New Contributors

• @andrewdipper made their first contribution in #1818
• @damonbayer made their first contribution in #1816
• @samanklesaria made their first contribution in #1819

Full Changelog: 0.15.0...0.15.1

0.15.0

Breaking change: By default, Predictive will recompute the "deterministic" sites if they are provided by posterior_samples. This brings Predictive to the behavior before the 0.14.0 release. To avoid recomputing deterministic sites like in the 0.14.0 release, set Predictive(..., exclude_deterministic=False).

New modules

• Hilbert Space Gaussian Processes Approximation
• Stochastic Support

What's Changed

• Raise ValueError if deterministic site is exposed in sub-guide. by @tillahoffmann in #1757
• Add Initial SDVI Implementation by @treigerm in #1758
• Fix ruff not format the changes by @fehiepsi in #1761
• Add complex constraint and real Fourier transform. by @tillahoffmann in #1762
• Fix ruff not fixing linter errors by @ordabayevy in #1764
• Ruff format notebooks by @ordabayevy in #1765
• Add explicit reparametrizer. by @tillahoffmann in #1754
• Add a warning message when using prng_key outside of seed by @fehiepsi in #1760
• Add a note to seed handler to mention that its instances cannot be jitted directly by @fehiepsi in #1759
• fixed lint for #1760 by @OlaRonning in #1769
• Add RecursiveLinearTransform for linear state space models. by @tillahoffmann in #1766
• Fix math rendering in variationally inferred parameterization tutorial by @brendancooley in #1767
• Add ZeroSumNormal distribution by @kylejcaron in #1751
• Verify result of biject_to satisfies the constraint. by @tillahoffmann in #1770
• Remove the deprecated import jax.tree_map by @fehiepsi in #1775
• Fix ensemble mcmc multiple run by @amifalk in #1774
• Censoring example notebook by @juanitorduz in #1773
• Avoid unnecessary reshape for trivial expand by @fehiepsi in #1776
• Allow to use Delta on numpy arrays without moving them to jax devices by @fehiepsi in #1777
• Do not unflatten unevaluated lazy properties. by @tillahoffmann in #1778
• Move nested sampling docs to contrib by @fehiepsi in #1782
• Fix image sizes censoring notebook by @juanitorduz in #1783
• Relax check of positive definite constraint. by @tillahoffmann in #1784
• Add entropy implementations. by @tillahoffmann in #1787
• sample from distribution without storing by @amifalk in #1790
• Predictive fix when deterministic sites are present by @kylejcaron in #1789
• fix singleton plate bug by @amifalk in #1792
• add constraints.greater_than_eq, constraints.positive_semidefinite, constraints.nonnegative by @amifalk in #1793
• Tutorial Lotka Volterra multiple by @A2P2 in #1701
• Different supports in component distributions for mixture models by @Qazalbash in #1791
• Add a note that Trace_EnumELBO does not work with AutoContinuous by @fehiepsi in #1796
• Updat .pre-commit hook version by @juanitorduz in #1795
• Add Wishart distribution. by @tillahoffmann in #1779
• Add HSGP contribution module by @juanitorduz in #1794
• Bump to 0.15.0 by @fehiepsi in #1797

New Contributors

• @brendancooley made their first contribution in #1767
• @kylejcaron made their first contribution in #1751
• @A2P2 made their first contribution in #1701
• @Qazalbash made their first contribution in #1791

Full Changelog: 0.14.0...0.15.0

0.14.0

Breaking change: Predictive will try to avoid recomputing "deterministic" sites if it is provided in posterior_samples. Those deterministic sites are excluded in the previous releases.

What's Changed

• Add AutoGuideList by @tare in #1644
• Require sample_shape passed as keyword argument to AutoGuides by @tare in #1659
• correct event_dim use by @deoxyribose in #1661
• Allow substitute deterministic sites by @fehiepsi in #1664
• Tutorial on Automatic Partial centering of model using LocScaleReparam by @Madhav-Kanda in #1663
• Added kl_divergence for multivariate normals by @lumip in #1654
• Support multi sample guides in Trace_ELBO by @fehiepsi in #1666
• Reference AutoGuideList in docs by @tare in #1669
• fix init_params bug in hmcgibbs by @amifalk in #1673
• Kumaraswamy distribution bug fixes by @e-pet in #1675
• Allow AutoSemiDAIS to work without global variable by @fehiepsi in #1665
• Update continuous.py by @etymology in #1679
• Fix intersphinx issues by @fehiepsi in #1680
• Avoid Kumaraswamy numerical issues by @fehiepsi in #1681
• Enforce supported python version in setup.py by @pierreglaser in #1687
• Fix faulty interaction between jax.vmap and validate_args=True by @pierreglaser in #1686
• Use Cholesky decomp instead of inverting kernel by @DanWaxman in #1688
• Make possible to fix the number of LF steps and tune the step size by @yayami3 in #1698
• Support scan for Trace_ELBO by @deoxyribose in #1693
• Add ruff support by @juanitorduz in #1700
• Hot fix: remove version requirement by @juanitorduz in #1703
• Remove setup.cfg by @juanitorduz in #1704
• Support optional pre-commit hooks by @juanitorduz in #1705
• transfer_states_to_host convenience function by @amifalk in #1707
• Change case to render graph for conditioned nodes. by @yayami3 in #1711
• Add isort (ruff) by @juanitorduz in #1718
• remove upper bound sphinx by @juanitorduz in #1721
• Improve current ruff rules by @juanitorduz in #1720
• Fix links in examples and tutorials by @fehiepsi in #1722
• Fix sidebar not displayed properly on phone by @fehiepsi in #1723
• Add two ensemble sampling methods by @amifalk in #1692
• fix elbo normalization with multi_sample_guide=True by @danielward27 in #1728
• Raise NotImplementedError rather than return it. by @tillahoffmann in #1732
• Support forward mode differentiation for SVI by @juanitorduz in #1731
• fixing nested_sampling.py by @renecotyfanboy in #1738
• Add auto-batched (low-rank) multivariate normal guides. by @tillahoffmann in #1737
• Implementation of DCC inference algorithm by @treigerm in #1715
• Fix for pickling an MCMC object with HMCGibbs (and MixedHMC) samplers and parallel chains by @msaintja in #1746
• Factored out HMCECS proxies to contrib by @OlaRonning in #1748
• Add median to batched auto-guides. by @tillahoffmann in #1749
• Address jax-ml/jax#19885 for numpyro. by @tillahoffmann in #1743
• Fix ECS to work with Haiku by @OlaRonning in #1750
• Add github action for releasing by @fehiepsi in #1736
• Bump to 0.14.0 by @fehiepsi in #1735

New Contributors

• @amifalk made their first contribution in #1673
• @e-pet made their first contribution in #1675
• @etymology made their first contribution in #1679
• @DanWaxman made their first contribution in #1688
• @juanitorduz made their first contribution in #1700
• @danielward27 made their first contribution in #1728
• @tillahoffmann made their first contribution in #1732
• @renecotyfanboy made their first contribution in #1738
• @treigerm made their first contribution in #1715
• @msaintja made their first contribution in #1746

Full Changelog: 0.13.2...0.14.0

0.13.2

A minor release to fix numpyro 0.13.1 broken on jax 0.4.14

0.13.1

Enhancements and Bug Fixes

• Add promote_batch_shape rule for Independent (#1630) by @deoxyribose
• Support custom prng key (#1642) by @fehiepsi

0.13.0

Breaking changes

Drops support for python 3.8 and requires jax version >= 0.4.14

New Features

• Distributions are now vmap-able (#1529) (a great contribution by @pierreglaser)

Enhancements and Bug Fixes

• Enhance LocScaleReparam's documentation (#1599) by @Madhav-Kanda
• Fix incorrect unflattenning of inverse transforms (#1600) by @pierreglaser
• Update Stein mixture (#1601 and #1612) by @OlaRonning
• Support model without global variables in AutoSemiDAIS (#1610 and #1619) by @fehiepsi
• Fix mixture assert message: string shoulf be f-string (#1617) by @adrn
• Add support for local variables in RenyiELBO (#1608) by @fehiepsi
• Fix quantile computation of mvn autoguides (#1622) by @fehiepsi
• Respect log_density in kl of delta (#1625) by @fehiepsi
• Add vectorized_particles to ELBO (#1624) by @fehiepsi
• Fix bug in SineBivariateVonMises sampler (#1628) by @deoxyribose

This release is composed of great contributions and feedback from the Pyro community. Thank you!