TuringLang/AdvancedHMC.jl: v0.3.0

AdvancedHMC v0.3.0

Diff since v0.2.27

Closed issues:

• Modular design for refreshing momentum variables (#13)
• Unify Trajectory type for static, dynamic HMC samplers. (#103)
• First-class support of sampling on a struct (#159)
• Return adapted mass matrix (#230)
• HMC gives GPU compilation error (#235)
• Error gradient (#243)
• Support for Complex and Matrix Parameters (#251)
• StanHMC-adaptor (#252)
• Compatibility with ComponentArrays.jl (#253)
• Support for complex numbers (#262)
• the example in the doc does not run (#264)
• Minimal example from README.md gives error with Beta distribution (#266)

Merged pull requests:

• Added note to documentation of sample function (#236) (@trappmartin)
• Update for MCMCDebugging (#238) (@xukai92)
• GitHub Actions workflow to pull changes to dev (#239) (@xukai92)
• Refactoring termination criterion (#240) (@xukai92)
• Update for MCMCDebugging (#241) (@xukai92)
• Fixed default type for NesterovDualAveraging (#242) (@torfjelde)
• Merge dev branch into master. (#244) (@yebai)
• Unifying trajectories (#245) (@xukai92)
• Introduce HMCKernel and momentum refreshment structs (#247) (@xukai92)
• Basic CUDA support (#255) (@treigerm)
• support ComponentArrays (#257) (@scheidan)
• Update citation suggestions (#258) (@xukai92)
• Adopt AbstractMCMC.jl interface (#259) (@torfjelde)
• Replace slow reconstruct from Parameters.jl with faster @setfield from Setfield.jl (#260) (@torfjelde)
• Fix type-issue in PhasePoint (#263) (@torfjelde)
• PhasePoint constructor bug when using GPU (#267) (@treigerm)
• Improved testing suite (#270) (@torfjelde)