Turing v0.39.7

Diff since v0.39.6

Update compatibility to AdvancedPS 0.7 and Libtask 0.9.

These new libraries provide significant speedups for particle MCMC methods.

Merged pull requests:

• AdvancedPS v0.7 (and thus Libtask v0.9) support (#2585) (@mhauru)
• Add changelog for AdvancedPS/Libtask #2585 (#2622) (@penelopeysm)
• Bump patch in Project.toml (#2623) (@penelopeysm)

Closed issues:

• Dirac not working properly when assigned in a vector (#2621)

Turing v0.39.6

Diff since v0.39.5

Bumped compatibility of AbstractPPL to include 0.13.

Merged pull requests:

• AbstractPPL@0.13 compat (#2620) (@penelopeysm)

Turing v0.39.5

Diff since v0.39.4

Fixed a bug where sampling with an externalsampler would not set the log probability density inside the resulting chain.
Note that there are still potentially bugs with the log-Jacobian term not being correctly included.
A fix is being worked on.

Merged pull requests:

• Update logp in varinfo when external samplers are used (#2616) (@penelopeysm)

Closed issues:

• Gibbs sampler does not carry through log-prob from an external sampler (#2583)

Turing v0.39.4

Diff since v0.39.3

Bumped compatibility of AbstractPPL to include 0.12.

Merged pull requests:

• Modernise README (#2575) (@penelopeysm)
• Gibbs test | Fix dynamic model test in Gibbs sampler suite (#2579) (@AoifeHughes)
• Replace 2018 AISTATS conference paper with the latest 2025 ACM paper (#2608) (@sunxd3)
• Bump AbstractPPL to 0.12 (#2614) (@penelopeysm)

Closed issues:

• HMM example model with missing data yields Malformed dims error (#1359)
• Help with intializing the getq function from the tutorials (#1515)
• Sampling from prior using return value doesn't work with MvNormal (#1559)
• Needs a method to get generated_quantities from the result of an optimization (#1886)
• Turing Sampling specified parameters (#1911)
• OrdinalLogistic - wrong support? (#1970)
• Arraydist and Dirichlet cause stackoverflow error (#1989)
• Hidden Markov tutorial crashes (#2074)
• Cannot sample from bounded distribution when using Dual types (#2088)
• missing keyword arguments not property processed (#2259)
• ReverseDiff Error with Vector{Real} Input in Turing Model (#2364)
• Remove hmc.jl and mh.jl in light of upstreamed "getparams" into AbstractMCMC (#2367)
• Improve Gibbs dynamic model test (#2402)
• Question: MCMChain after VI sampling (#2462)
• parameters macro for specifying trace manually (aka Turing's VarInfo) (#2492)
• Automate formatter on PRs (#2596)
• Add a support_policy.md (#2601)
• How to mimick a discrete bayes net? (#2606)
• arraydist() errors with non <:Real data (#2611)
• arraydist() errors when custom distribution uses non-Real data (#2612)
• Remove DistributionsAD (#2613)

Turing v0.39.3

Diff since v0.39.2

Improved the performance of Turing.Inference.getparams when called with an untyped VarInfo as the second argument, by first converting to a typed VarInfo.

This makes, for example, the post-sampling Chains construction for Prior() run much faster.

Merged pull requests:

• Fix performance of getparams on untyped vi (#2605) (@penelopeysm)

Closed issues:

• Prior() sampling takes longer than NUTS() (#2604)

Turing v0.39.2

Diff since v0.39.1

Fixed a bug in the support of OrderedLogistic (by changing the minimum from 0 to 1).

Merged pull requests:

• clean up some more imports (#2589) (@penelopeysm)
• Remove DynamicPPL.alg_str tests (#2591) (@penelopeysm)
• Update Project.toml (#2598) (@yebai)

Closed issues:

• Slice sampling as a Gibbs sampler (#2300)
• Regroup tests in test suite (#2441)
• ELBO trace during VI (#2543)

Turing v0.39.1

Diff since v0.39.0

No changes from 0.39.0 — this patch is released just to re-trigger a Documenter.jl run.

Merged pull requests:

• Bump tag for GHA (#2586) (@penelopeysm)

Closed issues:

• Chain construction errors when no variables are recorded (#1436)
• Difficulty sampling a model with truncated normal Likelihood (#1722)
• documentation for init_params kwarg (#1983)

Turing v0.39.0

Diff since v0.38.6

Breaking changes:

Update to the AdvancedVI interface

Turing's variational inference interface was updated to match version 0.4 version of AdvancedVI.jl.

AdvancedVI v0.4 introduces various new features:

• location-scale families with dense scale matrices,
• parameter-free stochastic optimization algorithms like DoG and DoWG,
• proximal operators for stable optimization,
• the sticking-the-landing control variate for faster convergence, and
• the score gradient estimator for non-differentiable targets.

Please see the Turing API documentation, and AdvancedVI's documentation, for more details.

Removal of Turing.Essential

The Turing.Essential module has been removed.
Anything exported from there can be imported from either Turing or DynamicPPL.

@addlogprob!

The @addlogprob! macro is now exported from Turing, making it officially part of the public interface.

Merged pull requests:

• Release: Turing.jl@0.39 (#2517) (@penelopeysm)

Turing v0.38.6

Diff since v0.38.5

Added compatibility with AdvancedHMC 0.8.

Merged pull requests:

• CompatHelper: bump compat for AdvancedHMC to 0.8, (keep existing compat) (#2582) (@github-actions[bot])

Turing v0.38.5

Diff since v0.38.4

Added compatibility with ForwardDiff v1.

Merged pull requests:

• Update to the AdvancedVI@0.4 interface (#2506) (@Red-Portal)
• CompatHelper: bump compat for ForwardDiff to 1 for package test, (keep existing compat) (#2523) (@github-actions[bot])
• CompatHelper: add new compat entry for ADTypes at version 1 for package test, (keep existing compat) (#2571) (@github-actions[bot])
• Reorganise code in src/mcmc/Inference.jl (#2573) (@penelopeysm)
• Clean up old code (#2574) (@penelopeysm)
• Rename mcmc/sample.jl to mcmc/abstractmcmc.jl (#2576) (@yebai)

Closed issues:

• AdvancedVI 0.3 and compatibility with Turing.jl (#2430)
• Get rid of src/essential (#2512)
• Messy code in literature[Turing.jl: a general-purpose probabilistic programming language] (#2580)