BAT v4.0.7

Diff since v4.0.6

Merged pull requests:

• MCMCMultiProposal and AdaptiveTrafoChains (#489) (@Micki-D)
• Fix julia warnings about Vararg (#499) (@AntonReinhard)

BAT v4.0.6

Diff since v4.0.5

Merged pull requests:

• CompatHelper: bump compat for OptimizationBase in [weakdeps] to 4, (keep existing compat) (#498) (@github-actions[bot])

BAT v4.0.5

Diff since v4.0.4

Closed issues:

• Errors with NamedTupleDIsts of length >=32 (#492)

BAT v4.0.4

Diff since v4.0.3

BAT v4.0.3

Diff since v4.0.2

BAT v4.0.2

Diff since v4.0.1

Merged pull requests:

• Refactor mcmc_update_z_position!!() (#487) (@Micki-D)

BAT v4.0.1

Diff since v4.0.0

Merged pull requests:

• Exclude plotting code from codecov (#483) (@fhagemann)
• Bump actions/checkout from 4 to 5 (#484) (@dependabot[bot])

BAT v4.0.0

Diff since v3.4.0

Breaking changes

Several algorithms have changed their names, but also their role:

• MCMCSampling has become TransformedMCMC.

• MetropolisHastings has become RandomWalk. It's parameters have
  changed (no deprecation for the parameter changes). Tuning and
  sample weighting scheme selection have moved to TransformedMCMC.

• PriorToGaussian has become PriorToNormal.

Partial deprecations are available for the above, so old code should
run more or less unchanged (with deprecation warnings). Also:

• AdaptiveMHTuning has become AdaptiveAffineTuning, but is now
  used as a parameter for TransformedMCMC (formerly MCMCSampling)
  instead of RandomWalk (formerly MetropolisHastings).

• MCMCNoOpTuning has become NoMCMCTransformTuning.

• The arguments of HamiltonianMC have changed.

• MCMCTuningAlgorithm has been replaced by MCMCTransformTuning.

• The trafo parameter of algorithms has been renamed to pretransform, the
  trafo field in algorithm results has been renamed to f_pretransform.

• bat_report has been deprecated in favor of LazyReports.lazyreport
  (drop-in compatible).

New features

• Sampling, integration and mode-finding algorithms now generate a return
  value result = ..., evaluated::EvaluatedMeasure = ..., ...) if their
  target is a probability measure/distribution.

• The new RAMTuning is now the default (transform) tuning algorithm for
  RandomWalk (formerly MetropolisHastings). It typically results in a much
  faster burn-in process than AdaptiveAffineTuning (formerly
  AdaptiveMHTuning, the previous default).

• MCMC Sampling handles parameter scale and correlation adaptivity via
  via tunable space transformations instead of tuning covariance matrices
  in proposal distributions.

• MCMC tuning has been split into proposal tuning (algorithms of type
  MCMCProposalTuning) and transform turning (algorithms of type
  MCMCTransformTuning). Proposal tuning has now a much more limited role
  and often may be NoMCMCProposalTuning() (e.g. for RandomWalk).

• Added MGVISampling for Metric Gaussian Variational Inference.

Merged pull requests:

• Add PolarShellDistribution (#475) (@oschulz)
• CompatHelper: bump compat for AdvancedHMC in [weakdeps] to 0.8, (keep existing compat) (#480) (@github-actions[bot])
• Advanced HMC compat bump compatibility check (#481) (@Micki-D)
• Improve dist transport implementation, support AffineDistribution (#482) (@oschulz)

BAT v3.4.0

Diff since v3.3.5

Merged pull requests:

• Adjust for API changes in AdvancedHMC.jl (#470) (@Micki-D)
• Unified sample transformation (#471) (@oschulz)
• CompatHelper: bump compat for ForwardDiff to 1, (keep existing compat) (#472) (@github-actions[bot])
• Enable ensemble based sampling for MCMC algorithms (#473) (@Micki-D)
• Replace bat_report by LazyReports (#474) (@oschulz)
• Fix transform_samples (#476) (@oschulz)
• Indent bat_transform !!! note (#478) (@kalmarek)

BAT v3.3.5

Diff since v3.3.4

Merged pull requests:

• Hmc proposed sample handling refactor (#468) (@Micki-D)