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. Using Typeable, we now check if the type is Double, 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. 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.