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Commits on Jan 7, 2019

• Give _maybe_build_param_map a more appropriate name.

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Commits on Jan 4, 2019

• Add methods to create forecasts from STS models.

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Commits on Jan 3, 2019

• Deflake additive state space model tests.

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Commits on Dec 21, 2018

• Speed up STS fitting tests.

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Commits on Dec 20, 2018

• Bugfixes and tests for non-float32 dtype and dynamic shape in STS fitting.

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• Document practical pattern that eliminates some boilerplate when writing static+dynamic unit tests.

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• Add LinearRegression component for structural time series models.

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Commits on Dec 17, 2018

• Support (and test) dynamic event_ndims in MixtureSameFamily.

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Commits on Dec 14, 2018

• Return static event_shape.ndims from Independent distributions even when distribution.batch_shape.ndims is not known.

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Commits on Dec 10, 2018

• revert import style to prefer tf.contrib over a private import.

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Commits on Dec 4, 2018

• Update formatting of multiple changepoint detection notebook to match other example notebooks.

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• Add example notebook encoding a switching Poisson process as an HMM for multiple changepoint detection.

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Commits on Dec 3, 2018

• Require num_adaptation_steps argument to make_simple_step_size_update_policy.

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Commits on Nov 28, 2018

• Allow transformed distributions with event shape [0].

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Commits on Nov 26, 2018

• Bugfix: correctly sum observation noise locations when the scale is specified.

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Commits on Nov 21, 2018

• Fix name in module docstring.

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Commits on Nov 17, 2018

• Update style guide to specify preferred quoting style.

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Commits on Nov 16, 2018

• Update list of edward2 RVs to include recently added Distributions.

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Commits on Oct 31, 2018

• Optimize LinearGaussianStateSpaceModel by avoiding matrix ops when the observations are statically known to be scalar.

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Commits on Oct 29, 2018

• Add methods to fit STS models to data using HMC, with per-variable step sizes adapted by variational inference.

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Commits on Oct 19, 2018

• Add interpolate_nondiscrete flag to Poisson which controls the handling of non-integral inputs.

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Commits on Sep 24, 2018

• Document pick_scalar_condition as a general replacement for tf.cond on same-sized inputs.

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• Add batch_shape methods to StructuralTimeSeries models.

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Commits on Sep 19, 2018

• Add seasonal-effects component for structural time series models.

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  d8fecd0

• Increase LinearGaussianStateSpaceModel test size to large to avoid timeouts.

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• Increase Sum test size to large to avoid timeouts.

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• Fix off-by-one error for linear gaussian SSMs with time-varying transitions.

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Commits on Sep 14, 2018

• Add sanity check tests for sample(), mean(), variance(), to ensure we can confidently refactor the scan() loops in those methods.

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• Add Sum component to build structural time series models from simpler pieces.

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Commits on Sep 6, 2018

• Fixes for dynamic shape in LinearGaussianSSM.

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Commits on Sep 4, 2018

• Fix quoting in Gumbel bijector docstring.

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Commits on Aug 31, 2018

• Explicitly set is_square=True for LinearOperators that wrap transition matrices.

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Commits on Aug 30, 2018

• Update docs of tfd.LinearGaussianStateSpaceModel to correctly describe shapes of filtered means.

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• Use default dtype in TFP layers, if dtype is not set.

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Commits on Aug 27, 2018

• Construct initial state prior for LocalLinearTrend with correct batch and event shape.

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