New version: AdvancedMH v0.8.5 #121175
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New version: AdvancedMH v0.8.5 #121175
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Dec 11, 2024
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- Registering package: AdvancedMH
- Repository: https://github.com/TuringLang/AdvancedMH.jl
- Created by: @torfjelde
- Version: v0.8.5
- Commit: ef34dcda818c2c095fcb60e8fb1c266d191e7a66
- Reviewed by: @torfjelde
- Reference: TuringLang/AdvancedMH.jl@ef34dcd#commitcomment-150194913
- Description: Robust implementation for random-walk Metropolis-Hastings algorithms
UUID: 5b7e9947-ddc0-4b3f-9b55-0d8042f74170 Repo: https://github.com/TuringLang/AdvancedMH.jl.git Tree: 6e3d18037861bf220ed77f1a2c5f24a21a68d4b7 Registrator tree SHA: 17aec322677d9b81cdd6b9b9236b09a3f1374c6a
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in TuringLang/AdvancedMH.jl
Dec 11, 2024
* added an initial implementation of `RAM` * added proper docs for RAM * fixed doctest for `RAM` + added impls of `getparams` and `setparams!!` * added DocStringExtensions as a dep * bump patch version * attempt at making the dcotest a bit more consistent * a * added checks for eigenvalues according to p. 13 in Vihola (2012) (in preivous commit) * fixed default value for `eigenvalue_lower_bound` * applied suggestions from @mhauru * more doctesting of RAM + improved docstrings * added docstring for `RAMState` * added proper testing of RAM * Update src/RobustAdaptiveMetropolis.jl Co-authored-by: Markus Hauru <[email protected]> * added compat entries to docs * apply suggestions from @devmotion Co-authored-by: David Widmann <[email protected]> * renamed `RAM` to `RobostMetropolisHastings` + removed the separate module for this * formatting * made the docstring for RAM a bit nicer * fixed doctest * formatting * minor improvement to docstring of RAM * fused scalar operations * added dimensionality check of the provided `S` matrix * fixed typo * Update docs/src/api.md Co-authored-by: David Widmann <[email protected]> * use `randn` instead of `rand` for initialisation * added an explanation of the `min` * Update test/RobustAdaptiveMetropolis.jl Co-authored-by: David Widmann <[email protected]> * use explicit `Cholesky` constructor for backwards compat * Fix typo: ```` -> ``` * formatted according to `blue` * Update src/RobustAdaptiveMetropolis.jl Co-authored-by: Markus Hauru <[email protected]> --------- Co-authored-by: Markus Hauru <[email protected]> Co-authored-by: David Widmann <[email protected]> Co-authored-by: Tor Fjelde <[email protected]> Co-authored-by: Markus Hauru <[email protected]>
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