CHANGELOG

• [v0.5.0] Breaking! Convenience constructors for common samplers changed to:

  • HMC(leapfrog_stepsize::Real, n_leapfrog::Int)
  • NUTS(target_acceptance::Real)
  • HMCDA(target_acceptance::Real, integration_time::Real)

• [v0.2.22] Three functions are renamed.

  • Preconditioner(metric::AbstractMetric) -> MassMatrixAdaptor(metric) and
  • NesterovDualAveraging(δ, integrator::AbstractIntegrator) -> StepSizeAdaptor(δ, integrator)
  • find_good_eps -> find_good_stepsize

• [v0.2.15] n_adapts is no longer needed to construct StanHMCAdaptor; the old constructor is deprecated.

• [v0.2.8] Two Hamiltonian trajectory sampling methods are renamed to avoid a name clash with Distributions.

  • Multinomial -> MultinomialTS
  • Slice -> SliceTS

• [v0.2.0] The gradient function passed to Hamiltonian is supposed to return a value-gradient tuple now.