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Commits on Oct 28, 2019

• Replace silly loop in latents_to_observations with pfor.

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Commits on Oct 24, 2019

• Add property tests for auto-vectorization (pfor) of distribution log_prob/sample methods.

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Commits on Oct 15, 2019

• Add method for analytic Bayesian linear regression with LinearOperators.

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• Support posterior sampling in linear Gaussian state space models.

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Commits on Oct 4, 2019

• Add fast path for sampling STS LocalLevel models.

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Commits on Sep 30, 2019

• Add a fast path for Kalman smoothing with scalar latents.

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Commits on Sep 17, 2019

• Make VonMisesFisher distribution tape-safe.

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Commits on Sep 12, 2019

• Add tfp.vi.build_factored_surrogate_posterior utility for automatic black-box variational inference.

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• Add option to disallow drift in STS Seasonal models.

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Commits on Sep 3, 2019

• Re-enable distribution layer serialization tests.

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• Disable distribution layers serialization test to unbreak the build.

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Commits on Aug 27, 2019

• Loosen test tolerance to prevent flakiness.

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• Fix documentation links in Edward2 docstring.

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• Seed STS decompose_by_component tests to prevent flakiness.

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Commits on Aug 26, 2019

• Use dual averaging step size adaptation for STS HMC fitting.

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Commits on Aug 14, 2019

• Use tf.gather instead of strided slice to enable XLA compilation of STS regression models.

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• Compute event reduction indices in TransformedDistribution statically when possible.

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Commits on Aug 13, 2019

• Fix bug in JointDistribution shape checks when components have dynamic shape.

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• Delete unused joint_distribution_test.

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Commits on Aug 7, 2019

• Add support for imputing missing values in structural time series models.

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Commits on Aug 1, 2019

• Set the random seed for STS component tests.

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Commits on Jul 30, 2019

• Ensure that eager-mode STS HMC fits run using tf.function.

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• Support TF2/Eager-mode fitting of STS models, and deprecate build_factored_variational_loss.

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• Fix typo in ed.make_value_setter docstring.

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Commits on Jul 26, 2019

• Make tfd.VonMises tape-safe.

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Commits on Jul 22, 2019

• Minor documentation cleanup in LinearGaussianStateSpaceModel.

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Commits on Jul 19, 2019

• Support dynamic-shaped results in tfp.math.minimize.

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Commits on Jul 12, 2019

• Make sample_size argument mandatory in monte_carlo_variational_loss.

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Commits on Jul 8, 2019

• Add utilities for fitting variational distributions.

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• Annotate float-valued Deterministic distributions as reparameterized.

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Commits on Jul 3, 2019

• Avoid using test data to define the STS demand example model.

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• Rename monte_carlo_csiszar_f_divergence to monte_carlo_variational_loss.

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Commits on Jul 1, 2019

• Support named kwargs to STS joint log prob functions.

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Commits on Jun 28, 2019

• Use static shape to set latent_size for LGSSM models when available.

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Commits on Jun 24, 2019

• Ensure that joint distributions are correctly recognized as reparameterizable by monte_carlo_csiszar_f_divergence.

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