v0.16.2

ProbNumDiffEq v0.16.2

Diff since v0.16.1

Merged pull requests:

• Improvements based on review (#328) (@nathanaelbosch)
• Minor fix on paper and bibtex (#330) (@jbytecode)

Closed issues:

• JOSS manuscript review (#323)
• JOSS review: installation error (#324)
• JOSS review (#327)

v0.16.1

ProbNumDiffEq v0.16.1

Diff since v0.16.0

Merged pull requests:

• Remove type piracies; upgrade to PSDMatrices v0.5.0 (#316) (@nathanaelbosch)
• Fix the solution sampling code (#317) (@nathanaelbosch)
• CompatHelper: bump compat for TaylorSeries to 0.18, (keep existing compat) (#320) (@github-actions[bot])
• CompatHelper: bump compat for TaylorIntegration to 0.16, (keep existing compat) (#321) (@github-actions[bot])
• Update to OrdinaryDiffEq split version (#326) (@ChrisRackauckas)

Closed issues:

• Fix type piracies (#278)
• Use Gaussian as Initial Condition (#318)

v0.16.0

ProbNumDiffEq v0.16.0

Diff since v0.15.0

Merged pull requests:

• Add the DiagonalEK1 (#301) (@nathanaelbosch)
• CompatHelper: bump compat for DiffEqCallbacks to 3, (keep existing compat) (#304) (@github-actions[bot])
• Change the ordering of the state-space model (#305) (@nathanaelbosch)
• Use ExtendedTestSets.jl (#306) (@nathanaelbosch)
• CompatHelper: bump compat for TaylorSeries to 0.17, (keep existing compat) (#307) (@github-actions[bot])
• CompatHelper: bump compat for TaylorIntegration to 0.15, (keep existing compat) (#308) (@github-actions[bot])
• Update the docs to work with MTK v9 and add compat (#309) (@nathanaelbosch)
• Bump julia-actions/setup-julia from 1 to 2 (#310) (@dependabot[bot])
• Fix some tests due to an MTK update (and something related to FiniteDiff.jl) (#311) (@nathanaelbosch)
• CompatHelper: bump compat for FastBroadcast to 0.3, (keep existing compat) (#312) (@github-actions[bot])
• CompatHelper: bump compat for BlockArrays in [weakdeps] to 1, (keep existing compat) (#313) (@github-actions[bot])
• Fix errors relating to RecursiveArrayTools, Base.stack, and GaussianDistributions.jl (#314) (@nathanaelbosch)

Closed issues:

• Memory leaking when computing gradients (#249)
• Make the DiagonalEK1 work for SecondOrderODEs (#302)

v0.15.0

ProbNumDiffEq v0.15.0

Diff since v0.14.0

Merged pull requests:

• Implement a DataUpdateCallback (#287) (@nathanaelbosch)
• Improve type stability (#288) (@nathanaelbosch)
• Add dependabot (#289) (@nathanaelbosch)
• Refactor the plotting in favor of a Gaussian plot recipe (#291) (@nathanaelbosch)
• CompatHelper: bump compat for TaylorSeries to 0.16, (keep existing compat) (#292) (@github-actions[bot])
• Bump actions/checkout from 1 to 4 (#294) (@dependabot[bot])
• Bump codecov/codecov-action from 1 to 4 (#295) (@dependabot[bot])
• Bump actions/cache from 1 to 4 (#296) (@dependabot[bot])
• Fix the failing github action tests (#297) (@nathanaelbosch)
• Implement observation noise for the PN likelihood (#299) (@nathanaelbosch)

Closed issues:

• Memory leaking when computing gradients (#249)
• Plotting a MeanProbODESolution doesn't work (#290)
• Add an API to specify non-zero observation noise (#298)

v0.14.0

ProbNumDiffEq v0.14.0

Diff since v0.13.1

Merged pull requests:

• Add JET.jl to the testing (#261) (@nathanaelbosch)
• Use FiniteHorizonGramians.jl (#268) (@nathanaelbosch)
• Compute the PN log-likelihood in the solver (#281) (@nathanaelbosch)
• Remove some more PSDMatrix.jl type piracy (#282) (@nathanaelbosch)
• Drop 1.6 support (#283) (@nathanaelbosch)
• CompatHelper: bump compat for FiniteHorizonGramians to 0.2, (keep existing compat) (#285) (@github-actions[bot])
• Refactor the prior implementation (#286) (@nathanaelbosch)

Closed issues:

• Use FiniteHorizonGramians.jl (#256)
• Try adding JET.jl to the tests (#258)

v0.13.1

ProbNumDiffEq v0.13.1

Diff since v0.13.0

Merged pull requests:

• Make ClassicSovlerInit use backward transitions and completely remove smooth! from the package (#262) (@nathanaelbosch)
• Analytically compute the square root of the IWP transition covariance (#264) (@nathanaelbosch)
• Towards a more modular state init by adding more options (#266) (@nathanaelbosch)
• Add a simple Hodghin-Huxley benchmark (#267) (@nathanaelbosch)
• More and better benchmarks (#269) (@nathanaelbosch)
• Fix the EK0 for SecondOrderODEProblems (#270) (@nathanaelbosch)
• Refactor the solution projection for the Kronecker EK0 for second-order ODEs a bit (#271) (@nathanaelbosch)
• Fix Downstream CI by only testing Fenrir's "Downstream" tests (#272) (@nathanaelbosch)
• Fix some incremental compilation error (#274) (@nathanaelbosch)
• Add vale.sh to fix documentation for typos and more (#275) (@nathanaelbosch)
• Add workflow to clean the documenter PR preview (#276) (@nathanaelbosch)
• CompatHelper: bump compat for RecursiveArrayTools to 3, (keep existing compat) (#280) (@github-actions[bot])

Closed issues:

• Reduce compilation times of the package (#91)
• Use IntegratedWienerProcesses.jl? (#257)
• Remove smooth! and replace it's usage with backward kernels in the classic solver init (#259)
• Calibration with FixedDiffusion and FixedMVDiffusion is broken with adaptive steps (#273)

v0.13.0

ProbNumDiffEq v0.13.0

Diff since v0.12.1

Merged pull requests:

• CompatHelper: bump compat for TaylorIntegration to 0.12, (keep existing compat) (#237) (@github-actions[bot])
• CompatHelper: bump compat for TaylorIntegration to 0.13, (keep existing compat) (#239) (@github-actions[bot])
• Kronecker EK0 (#243) (@nathanaelbosch)
• CompatHelper: bump compat for SciMLBase to 2, (keep existing compat) (#246) (@github-actions[bot])
• CompatHelper: bump compat for FastGaussQuadrature to 1, (keep existing compat) (#247) (@github-actions[bot])
• Fix the CI (#248) (@nathanaelbosch)
• Add Pleiades as a second-order ODE benchmark (#250) (@nathanaelbosch)
• Use idxs instead of vars for plotting (#252) (@nathanaelbosch)
• CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#260) (@github-actions[bot])
• Add justfile to support using just to run things (#263) (@nathanaelbosch)
• Add LinearAlgebra.jl compat (#265) (@nathanaelbosch)

Closed issues:

• Remove vars plotting keyword in favor of idxs (#251)

v0.12.1

ProbNumDiffEq v0.12.1

Diff since v0.12.0

Merged pull requests:

• Documentation updates (#242) (@nathanaelbosch)
• CompatHelper: bump compat for TaylorIntegration to 0.14, (keep existing compat) (#244) (@github-actions[bot])
• Use DocumenterCitations.jl to manage references (#245) (@nathanaelbosch)

v0.12.0

ProbNumDiffEq v0.12.0

Diff since v0.11.2

Merged pull requests:

• Add 1.9 to tests (#240) (@nathanaelbosch)
• Probabilistic Exponential Integrators (#241) (@nathanaelbosch)

v0.11.2

ProbNumDiffEq v0.11.2

Diff since v0.11.1

Merged pull requests:

• Add a parameter inference example to the docs (#233) (@nathanaelbosch)
• Update link to the ManifoldProjection docs (#234) (@DaniGlez)
• Migrate from SnoopPrecompile to PrecompileTools (#235) (@timholy)
• CompatHelper: bump compat for TaylorSeries to 0.15, (keep existing compat) (#236) (@github-actions[bot])
• overload _alg_autodiff (#238) (@vpuri3)