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Commits on Dec 17, 2022

• Fix import for blackjax.optimizers.dual_averaging (blackjax-devs#426)

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  junpenglao

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Commits on Nov 20, 2022

• Make sure dtypes in test respect local max precision

  rlouf

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• Simplify ESS tests

  rlouf

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• Simplify resampling test

  rlouf

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• Build Control Variates by wrapping the Robbins-Monro estimator

  rlouf

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• Remove schedule_fn interface from the high-level interface

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  rlouf

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• Add GradientState and GradientEstimator data structures

  rlouf

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• Add the control variates gradient estimator

  rlouf

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Commits on Nov 12, 2022

• Return the whole path in PathfinderInfo

  rlouf

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• Create VIAlgorithm and update Pathfinder user API

  rlouf

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Commits on Oct 27, 2022

• Modify linear regression test to sample in the transformed (real line) space (blackjax-devs#388)

  albcab

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Commits on Oct 18, 2022

• Improve MEADS and GHMC implementation (blackjax-devs#381)

  albcab

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• Generate Gaussian noise with the same structure as the input PyTree (blackjax-devs#377)

  junpenglao

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Commits on Oct 13, 2022

• Fix the benchmark (blackjax-devs#380)

  junpenglao

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Commits on Oct 7, 2022

• Remove support for custom logprob_grad_fn

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  rlouf

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Commits on Oct 5, 2022

• Pass number of adaptation steps to run function in MEADS

  rlouf

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• s/num_chain/num_chains

  rlouf

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• Remove the kernel_factory`

  rlouf

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• Add MEADSAdaptationState

  rlouf

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• Set num_steps when running the adaptation

  rlouf

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• Return AdaptationResults

  rlouf

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• Rename variables to adopt window adaptation conventions

  rlouf

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• Set num_steps when running the adaptation

  rlouf

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Commits on Sep 19, 2022

• Allow users to pass a float for constant learning rate

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  rlouf

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Commits on Sep 17, 2022

• Add the Generalized HMC sampler + ECA adaptation (MEADS) (blackjax-devs#229)

  albcab

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Commits on Sep 3, 2022

• Correct linear regression logprob

  

  junpenglao

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  rlouf

  committed
  19ac547

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• Fix flaky test

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  junpenglao

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  rlouf

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Commits on Aug 25, 2022

• Fixed length of adaptation window when < 20 steps (blackjax-devs#268)

  rlouf

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Commits on Jul 14, 2022

• Add the SGHMC sampler (blackjax-devs#211)

  rlouf

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Commits on Jul 11, 2022

• Independent RMH implementation (blackjax-devs#246)

  ciguaran

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Commits on Jul 9, 2022

• Add the marginal gradient sampler for latent gaussian models (blackjax-devs#247)

  AdrienCorenflos

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Commits on Jul 1, 2022

• SMC ESS calculation multivariate and multivariable posterior tests. (blackjax-devs#244)

  ciguaran

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Commits on Jun 15, 2022

• Fix Pathfinder test

  

  junpenglao

  authored and

  rlouf

  committed
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Commits on Jun 10, 2022

• Set target_acceptance_rate=0.8 in window adaptation

  rlouf

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Commits on Jun 7, 2022

• Make MALA work with any PyTree (blackjax-devs#216)

  rlouf

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