0.11.0

Breaking changes

Drop Python 3.7 support and require the minimal jax version 0.4.

New Features

• New distributions:
  • EulerMaruyama for modelling stochastic differential equations (SDE) (thanks to @yayami3)
  • GaussianCopula and GaussianCopulaBeta (i.e. MultivariateBeta) to incorporate correlations into univariate random variables (thanks to @hessammehr)
  • MatrixNormal generalizes multivariate normal to matrix-valued random variables (thanks to @kaijennissen)
  • LogUniform distribution (thanks to @yayami3 and @andrewfowlie)
• New objective TraceEnum_ELBO to support enumeration in SVI (thanks to @ordabayevy)
• New tutorial:
  • Text-Based Ideal Points using NumPyro (thanks to @elchorro)
• #1508 Allow rendering deterministic sites (thanks to @YanniPapandreou)

Enhancements and Bug Fixes

• #1507 Made constraints robust to pickling (thanks to @pierreglaser)
• #1515 Fixed log_prob for negative correlation in SineBivariateVonMises distribution (thanks to @OlaRonning)
• #1509 Fixed a bug at flatten/unflatten distributions which mixed the order of arguments of the distributions (thanks to @hessammehr)
• #1494 Fixed Mixture distribution with unnormalized logits giving incorrect log_prob
• #1486 Returned a positive ordered vector when applies ExpTransform for an ordered vector
• #1491 Fixed Mixture intermediate values
• #1480 Fixed some computations in Bayesian Hierarchical Stacking tutorial (thanks to @cpieringer)
• #1478 Added icdf methods for Beta, Gamma, StudentT
• #1477 Allowed multiple arguments to initialize flax/haiku modules (thanks to @fehiepsi)
• #1475 Used TFP's betainc (which supports taking gradient w.r.t. parameters) in StudentT.cdf (thanks to @colehaus)