Changelog for mcmc-0.6.2.3
Markov chain Monte Carlo sampling - ChangeLog
Unreleased changes
0.6.2.2
- Remove dependency
monad-parallel
. Fix stackage build.
0.6.2.1
- Improve
logGammaG
. The calculation of the gamma function involves vectors; the generalized version needs boxed vectors, and is slow. UsingTypeable
, we now check if the type isDouble
, and use the fast version in this case.
0.6.2.0
- Improve leapfrog integrator.
- Update tooling.
- Cleanup proposals.
0.6.1.0
- Revamp Hamiltonian proposal (storable vectors).
- Use mass matrices; allow tuning of all masses (covariance estimation using specialized estimators).
0.6.0.0
- Improve documentation.
- Generalized priors allowing automatic differentiation.
- Hamiltonian proposal.
mcmc-tree
- Moved to another repository: https://github.com/dschrempf/mcmc-date.
0.5.0.0
- Marginal likelihood estimation using thermodynamic integration or stepping stone sampling.
- Various changes of function names (e.g., metropologis -> mhg).
- Updated examples.
- Proper but minimal logging framework.
- Various other changes.
0.4.0.0
- Greatly improve documentation.
- Major design change: Introduction of the
Algorithm
type class; algorithms are data types. SeeMHG
. - Metropolic-coupled Markov chain Monte Carlo algorithm (parallel chains).
- Optimal acceptance rate depends on dimension of proposal.
- Use a circular trace with constant memory usage (big change).
- Therefore, batch monitors use vectors now.
- Always save chain with complete trace (but with sensible length).
- Determine necessary trace length at initialization.
- Rename
Item
toLink
. - Rename
Status
toChain
and separateSettings
andEnvironment
from theChain
. - Many bug fixes.
0.3.0
- New shorter example/test for dating trees.
noData
allows running a chain without likelihood function.- Give proposal parameters
PName
,PDescription
, andPWeight
newtype wrappers. - Give
Tune
a data type. - Allow periodical cleansing of state (
Cleaner
). - Add description string to proposals, so that they can be identified in an easier way.
- Add simplices and proposals on simplices.
slideUniform
renamed toslideUniformSymmetric
.- Merge tools into internal.
- Do not export internal modules.
0.2.4
- Change order of arguments for proposals.
- ’slideStem’ was renamed to ’slideBranch’.
- Change ProposalSimple from newtype to type.
- Contravariant instances of parameter and batch monitors. Use
(>$<)
instead of(@.)
and(@#)
. - Add
gammaDirichlet
prior for partitioned dating analyses.
0.2.3
- Contrary proposals.
- Change how monitors are lifted (use normal function, not a lens).
- Priors.
- Remove concurrent monitors (was slow).
- Improve MCMC sampler output.
0.2.2
- Move away from hpack.
0.2.1
- Consistently use ByteString instead of Text.
- Verbosity levels.
- Improved handling of proposals, moves, and monitors.
- Bactrian moves.
- Many small changes.
0.1.3
Many changes; notably it is now possible to continue a Markov chain run.