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 )