There is a newer version of the record available.

Published October 23, 2020 | Version v0.2.26
Software Open

TuringLang/AdvancedHMC.jl: v0.2.26

Creators

  • 1. University of Edinburgh
  • 2. University of Cambridge
  • 3. @JuliaComputing
  • 4. @PumasAI
  • 5. Massachusetts Institute of Technology
  • 6. UCSF
  • 7. Uppsala University
  • 8. @RelationalAI
  • 9. Ball Aerospace
  • 10. @Quansight-Labs, Aalto University
  • 11. University of Oxford
  • 12. @TuringLang

Description

AdvancedHMC v0.2.26

Diff since v0.2.25

Closed issues:

  • Discontinuous Hamiltonion Monte Carld (#19)
  • Lack of integrated/statistical tests (#87)
  • Potential improvement for U-Turn detection (#94)
  • example of multiple chains drawns simultaneously (#143)
  • Export AdvancedHMC from AdvancedHMC (#172)
  • ϵ0 of JitteredLeapfrog is not adapted (#218)

Merged pull requests:

  • [RFC] Add multi-threaded example to readme (#197) (@Vaibhavdixit02)
  • Add robust U-turn check (#207) (@treigerm)
  • Using MCMCDebugging for Geweke test (#208) (@xukai92)
  • Fix adaptation of nominal step size for JitteredLeapfrog (#220) (@sethaxen)
  • Run Github Actions CI on latest release (#221) (@sethaxen)

Files

TuringLang/AdvancedHMC.jl-v0.2.26.zip

Files (52.1 kB)

Name Size Download all
md5:762e47349ec2981cf44175ae061cff41
52.1 kB Preview Download

Additional details

Related works

Is supplement to
https://github.com/TuringLang/AdvancedHMC.jl/tree/v0.2.26 (URL)