Changelog of @hackage/mcmc 0.5.0.0

Markov chain Monte Carlo sampling - ChangeLog

Unreleased changes

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. See MHG.
  • 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 to Link.
  • Rename Status to Chain and separate Settings and Environment from the Chain.
  • 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, and PWeight 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 to slideUniformSymmetric.
  • 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.