BlackJAX 0.3.0

What changed

Breaking changes

To build a HMC or NUTS kernel in 0.2.1 and previous versions one needed to provide a potential_fn function:

kernel = nuts.kernel(potential_fn, step_size, inverse_mass_matrix)

Instead we now ask the users to provide the more commonly used log-probability function:

kernel = nuts.kernel(logprob_fn, step_size, inverse_mass_matrix)

where logprob_fn = lambda x: -potential_fn(*x)

New features

• Tempered Sequential Monte Carlo (@AdrienCorenflos #40 )
• Rosenbluth Metropolis Hastings algorithm (@AdrienCorenflos #74 )
• Effective Sample Size, RHat (@junpenglao #66 )
• Higher-order integrators for HMC (@rlouf #59 )

Bugs

• Missing key splitting in trajectory integration (@wiep #53 )