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Commits on Oct 18, 2019

• Correct implementation of log_accept_ratio in NUTS, as it was accumulating energy_diff from subtree that have already been rejected.

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Commits on Oct 9, 2019

• Update Example "Structural Time Series Modeling Case Studies" to TF2.0 API.

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Commits on Sep 30, 2019

• Return non-cumulated leapfrogs_taken in nuts kernel_result.

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Commits on Sep 24, 2019

• Minor docstring fix for joint_distribution*.

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Commits on Sep 10, 2019

• Make unrolled NUTS reproducible.

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Commits on Sep 9, 2019

• Bug fix of Generalized U-turn in NUTS.

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• Reduce NUTS test flakiness.

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Commits on Sep 5, 2019

• Fix convergence test for NUTS.

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Commits on Sep 4, 2019

• Switch back to original U turn criteria in Hoffman & Gelman 2014. There is a bug in the generalized U turn criteria that biasing the sample.

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Commits on Aug 28, 2019

• Bug fix in Unrolled NUTS to make sure it does not lose shape for event_shape=1.

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Commits on Aug 26, 2019

• Bug fix of U turn check in Unrolled NUTS at the tree extension.

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• Refactor U turn check in Unrolled NUTS.

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Commits on Aug 23, 2019

• Fix dynamic shape bug in Unrolled NUTS.

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Commits on Aug 21, 2019

• NUTS sampler clean up:

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Commits on Aug 20, 2019

• Move unrolled No-U-Turn-Sampler (NUTS) into tfp.mcmc namespace.

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Commits on Aug 19, 2019

• Modify the shape handling in DualAveragingStepSizeAdaptation so that it works with non-scalar event_shape.

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Commits on Aug 17, 2019

• Make unrolled NUTS handle arbitrary batch shape.

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Commits on Aug 15, 2019

• Change implementation of check U turn to using a tf.while_loop in unrolled NUTS. It scales much better than the original implementation using tf.switch_case.

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Commits on Aug 14, 2019

• Implement multinomial sampling across tree (instead of Slice sampling) in unrolled NUTS.

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Commits on Aug 13, 2019

• Expose additional diagnostics in previous_kernel_results in unrolled NUTS so that it works with *_step_size_adaptation.

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Commits on Aug 8, 2019

• Clean up Unrolled No U-Turn Sampler.

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Commits on Aug 6, 2019

• Open-source the unrolled implementation of the No U-Turn Sampler.

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Commits on Jul 17, 2019

• Add Unrolled NUTS kernel for experiment.

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Commits on Jun 12, 2019

• Minor fix for docstring example in leapfrog_integrator

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Commits on Apr 25, 2019

• Make Seasonal STS more flexible to handle none constant num_steps_per_season for each season. It could now be used for modeling of day_of_month data containing leap day, partial missing observation…

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Commits on Apr 14, 2019

• Rational quadratic kernel is not using named args to call super class init.

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Commits on Apr 1, 2019

• Add code block to show recommended style of using JointDistribution.

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Commits on Mar 30, 2019

• Correctly decorate the training block in the VI part of the JointDistribution example notebook.

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Commits on Mar 29, 2019

• Add example notebook to show how to use joint distribution sequential for small-median Bayesian graphical model.

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Commits on Mar 28, 2019

• Extend monte_carlo_csiszar_f_divergence so it also work with JointDistribution.

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Commits on Feb 15, 2019

• Make all test in MCMC TF2 compatible.

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• Make diagnostic tests Eager/TF2 compatible.

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