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Commits on Aug 27, 2020

• Take advantage of auto-batching to simplify mixed-effects model definition.

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Commits on Aug 26, 2020

• Fix a bug in which autobatched JDs didn't vectorize over passed-in batch values.

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Commits on Aug 24, 2020

• Add also_track argument to DeferredTensor.

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Commits on Aug 20, 2020

• Fix shape and dtype errors to enable ground truth checks for stochastic volatility model.

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Commits on Aug 11, 2020

• Support vector-valued offsets in sts.Sum.

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• Remove spurious paren in JDCAB docstring.

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Commits on Aug 10, 2020

• Add optional low parameter to the Softplus bijector.

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Commits on Aug 4, 2020

• Fix formatting glitch reported in tensorflow#1039.

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Commits on Jul 29, 2020

• Fix error in LGSSM posterior_marginals docstring.

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• Improve the error message when no parameters are passed to make_state_space_model.

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Commits on Jul 28, 2020

• Support nested event shapes in build_factored_surrogate_posterior.

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• Increase test tolerance to prevent flakiness.

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  6edecaa

• Increase sharding and reduce size of transformed variable test to prevent flakiness.

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• Bump test sizes to prevent flakiness.

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Commits on Jul 23, 2020

• Add stochastic volatility model to inference gym.

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Commits on Jul 22, 2020

• Bump tolerance to prevent test flaking.

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Commits on Jul 21, 2020

• Bump categorical resampler chi2 test threshold to prevent flaking.

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• Bump blockwise test size to prevent timeouts.

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• Shard the dual averaging step size adaptation test to prevent flaky timeouts.

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Commits on Jul 16, 2020

• Update probabilistic PCA example notebook to use autobatching and TransformedVariable.

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Commits on Jul 9, 2020

• Fix broken code in LinearGaussianStateSpaceModel docstring.

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Commits on Jul 7, 2020

• Support nesting of autobatched joint distributions.

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Commits on Jul 6, 2020

• Fix a bug where DeferredTensor didn't see trainable variables from a bijector arg.

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Commits on Jun 30, 2020

• Re-add sugar to accept scalar weight priors in sts.LinearRegression.

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Commits on Jun 24, 2020

• Support automatic vectorization in JD*AutoBatched instances.

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• Fix bug in which necessary stats were not computed when both a level_scale_prior and initial_level_prior were specified for a LocalLevel model.

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Commits on Jun 17, 2020

• Bump test tolerance to reduce flakiness.

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Commits on Jun 11, 2020

• Support end-to-end XLA compilation of STS Gibbs sampling.

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Commits on Jun 3, 2020

• Factor SequentialMonteCarlo transition kernel out of the particle filter.

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Commits on Jun 2, 2020

• Extend mcmc_util.trace_scan with option for custom trace_criterion.

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• Extend mcmc_util.trace_scan with option for custom trace_criterion.

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• Bump test size for STS autoregressive component to avoid flakiness.

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Commits on Jun 1, 2020

• Extend mcmc_util.trace_scan with option for custom trace_criterion.

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Commits on May 28, 2020

• Enable Multinomial and DirichletMultinomial autovectorization tests.

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Commits on May 27, 2020

• Correct docstring for sts.impute_missing_values.

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