v0.2.1

What's Changed

• Taylor series benchmark by @pnkraemer in #655
• Taylor series benchmark: Fitzhugh-Nagumo by @pnkraemer in #656
• Simplify taylor_mode_doubling implementation and tweak FHN benchmark by @pnkraemer in #657

Full Changelog: v0.2.0...v0.2.1

v0.2.0

What's Changed

• Rename dense_output.py to solution.py by @pnkraemer in #480
• Group tests for IVP solvers and solutions by @pnkraemer in #481
• Move cubature module to implementations by @pnkraemer in #482
• Rename solvers by @pnkraemer in #483
• Renamed negative_marginal_log_likelihood to log_marginal_likelihood by @pnkraemer in #484
• Changelog by @pnkraemer in #485
• Replace "condition_on_qoi_observations" with "observe_qoi" by @pnkraemer in #487
• Conditionals by @pnkraemer in #488
• norm_of_whitened_residual_sqrtm is mahalanobis_norm by @pnkraemer in #491
• Moved test-dependencies to backend by @pnkraemer in #492
• Whitened residuals in IsoTS0 by @pnkraemer in #494
• Replaced jnp.sqrt(jnp.dot(...)) and jnp.sqrt(jnp.einsum(...)) with square-root arithmetic by @pnkraemer in #496
• Moved square-root utilities to top-level and renamed to sqrt_util by @pnkraemer in #497
• Sum of squares by @pnkraemer in #498
• Scalar solvers in public API by @pnkraemer in #499
• Doc improvements by @pnkraemer in #501
• Cubature factories by @pnkraemer in #502
• Skip JVP tests for Dense SLR1 by @pnkraemer in #503
• Removed unused method by @pnkraemer in #505
• IBM factories by @pnkraemer in #504
• Define public API by @pnkraemer in #506
• Correction factories by @pnkraemer in #507
• Remove type-checking tab by @pnkraemer in #510
• Implementation recipes are functions by @pnkraemer in #508
• Simplify extrapolation by @pnkraemer in #511
• Cache in state-space variable by @pnkraemer in #512
• Initial step in solver signature by @pnkraemer in #513
• Extract inverse to init for adaptive solvers by @pnkraemer in #514
• Time-step in controller state by @pnkraemer in #515
• Type-stability in filtering methods by @pnkraemer in #516
• The big output-scale-sqrtm overhaul by @pnkraemer in #517
• Initialise solution from posterior by @pnkraemer in #518
• Separate solver state from solution by @pnkraemer in #519
• Rename _ivpsolve_impl.py to _collocate.py by @pnkraemer in #520
• Group examples and benchmarks in directories by @pnkraemer in #521
• Remove 'rv1' from case_interpolate signature by @pnkraemer in #522
• Rename linearisation pt by @pnkraemer in #523
• Clean up strategy signatures by @pnkraemer in #524
• Use interpolation result type in strategies by @pnkraemer in #525
• Extract fn in strategy by @pnkraemer in #526
• Mention MLESolver fix in changelog by @pnkraemer in #527
• Improve usage of posterior vocabulary in solvers by @pnkraemer in #528
• Smoother state by @pnkraemer in #529
• Moved some properties from IVP solution to Strategy-states by @pnkraemer in #530
• Some cosmetic updates by @pnkraemer in #531
• Remove gain from complete_correction output by @pnkraemer in #532
• probdiffeq.implementations -> probdiffeq.statespace by @pnkraemer in #533
• Remove the middle-man: No more Implementation class. by @pnkraemer in #534
• Removed eq for solvers by @pnkraemer in #535
• init_output_scale is promote_output_scale by @pnkraemer in #536
• Move t field to strategy states by @pnkraemer in #537
• case_* methods private wherever appropriate by @pnkraemer in #538
• Removed _fn suffix for a bunch of methods by @pnkraemer in #539
• Extrapolation and correction define only begin and complete by @pnkraemer in #540
• Reintroduce mypy checks by @pnkraemer in #541
• Delete readthedocs file and format yaml files by @pnkraemer in #542
• Remove u and marginals from solver state by @pnkraemer in #543
• Moved sample() to solution by @pnkraemer in #544
• Mini updates by @pnkraemer in #545
• Remove unneded test cases by @pnkraemer in #547
• Increase fixed-grid test coverage by @pnkraemer in #548
• Increase save-at test coverage by @pnkraemer in #550
• Split statespace._collections.py file and abbreviate StateSpaceVar to SSV by @pnkraemer in #551
• Change function order in _collocate.py by @pnkraemer in #552
• Remove 'Abstract' from class names by @pnkraemer in #553
• Target shape in state-space variable by @pnkraemer in #554
• Increase terminal value test coverage by @pnkraemer in #549
• Filters and smoothers implement begin() and complete() directly by @pnkraemer in #555
• Filters implement only begin() and complete() now by @pnkraemer in #556
• Smoothers only implement begin and complete now by @pnkraemer in #557
• Strategy & statespace signatures by @pnkraemer in #558
• Remove num data points by @pnkraemer in #559
• Solution assembly outside of ivpsolvers.py by @pnkraemer in #560
• Extract output scale by @pnkraemer in #561
• Delete unused function by @pnkraemer in #562
• init_conditional -> smoother_init_conditional by @pnkraemer in #563
• Controls are now longer abstract by @pnkraemer in #564
• IVP solvers no longer abstract by @pnkraemer in #565
• Strategy no longer abstract by @pnkraemer in #566
• Removed unused caches in filter_begin and filter_complete by @pnkraemer in #567
• Remove _SmootherCommon by @pnkraemer in #568
• Fixed-point implementations gain dedicated begin/complete methods by @pnkraemer in #569
• Fix interpolation error by @pnkraemer in #571
• Test mle calibration by @pnkraemer in #570
• Moved u from _FiState and _SmState to SSV by @pnkraemer in #573
• Split extrapolations into filter-, smoother-, and fixedpoint-implementations by @pnkraemer in #574
• AdaptiveState is a named tuple now. by @pnkraemer in #575
• Extracted filtering functionality from LML by @pnkraemer in #576
• Dataclasses and Pytrees by @pnkraemer in #577
• Nested dataclasses by @pnkraemer in #579
• Removed custom dataclasses (they don't work as expected) by @pnkraemer in #580
• Phrased runge-kutta starter as a smoother by @pnkraemer in #581
• Removed last abstract classes by @pnkraemer in #582
• Split _collections into _markov and _interp by @pnkraemer in https://github.com/pnkraemer/...

v0.1.4

What's Changed

• Taylor mode AD with scan by @pnkraemer in #474
• Taylor documentation by @pnkraemer in #475
• Split dense output tests into separate files by @pnkraemer in #478
• Resolve nmll error by @pnkraemer in #479

Full Changelog: v0.1.3...v0.1.4

v0.1.3

What's Changed

• Flexible while_loop backend in simulate_terminal_values by @pnkraemer in #471
• Fix negative log likelihood and introduce likelihood on terminal values by @pnkraemer in #473

Full Changelog: v0.1.2...v0.1.3

v0.1.2

What's Changed

• HIRES benchmark by @pnkraemer in #443
• Improved BlackJAX tutorial by @pnkraemer in #448
• Prior in sampling tutorial by @pnkraemer in #449
• Neural ODE example by @pnkraemer in #450
• Make benchmark by @pnkraemer in #451
• Improve color scheme in benchmarks by @pnkraemer in #454
• Precompute factorials by @pnkraemer in #462
• Doc-publish only on release instead of every push to main by @pnkraemer in #463
• Remove vstack by @pnkraemer in #464
• More efficinet extract_qoi for Iso* solvers by @pnkraemer in #465
• Init hidden state error by @pnkraemer in #466
• Warning about compilation times by @pnkraemer in #467
• Solver-test-case refactor by @pnkraemer in #469

Full Changelog: v0.1.1...v0.1.2

v0.1.1

What's Changed

• Build documentation with a GitHub Action by @pnkraemer in #423
• Added a whole bunch of links to the readme by @pnkraemer in #424
• Reran benchmarks by @pnkraemer in #425
• Moved benchmark utility functions by @pnkraemer in #426
• Revised text by @pnkraemer in #427
• Benchmark refactor by @pnkraemer in #429
• Moved Lotka-Volterra benchmarks to dedicated folder by @pnkraemer in #430
• Pleiades benchmark by @pnkraemer in #431
• Added diffrax to pleiades benchmark by @pnkraemer in #432
• Stiff ODE benchmark: Van der Pol by @pnkraemer in #437
• Array -> ArrayLike by @pnkraemer in #438
• Error estimate in state by @pnkraemer in #439
• init_corrected -> init_hidden_state by @pnkraemer in #440
• Link in readme by @pnkraemer in #441
• Fixed a typo by @pnkraemer in #442

Full Changelog: v0.1.0...v0.1.1

v0.1.0

What's Changed

• Doc build by @pnkraemer in #1
• Lean out ek0 by @pnkraemer in #2
• Ek0 class by @pnkraemer in #3
• New stuff by @pnkraemer in #4
• Reorganise by @pnkraemer in #5
• Pretty up by @pnkraemer in #6
• Control refactor by @pnkraemer in #7
• Adaptive steps by @pnkraemer in #8
• New attempt at adaptivity by @pnkraemer in #9
• Undo custom pytree for solver state by @pnkraemer in #10
• Information fns by @pnkraemer in #11
• Ode problems by @pnkraemer in #12
• Extract extrapolation model by @pnkraemer in #14
• Taylor mode by @pnkraemer in #15
• Ivp data by @pnkraemer in #16
• Introduce equinox by @pnkraemer in #17
• Refactor by @pnkraemer in #18
• Flatter hierarchy by @pnkraemer in #19
• No attribute wrapping by @pnkraemer in #20
• Classmethod instead of factory by @pnkraemer in #21
• Renamed filtersolution attributes by @pnkraemer in #22
• Rename backends by @pnkraemer in #23
• remove separation by @pnkraemer in #24
• Isotropic filter by @pnkraemer in #25
• Clean up sqrtm by @pnkraemer in #27
• Move step-clipping to adaptive solver by @pnkraemer in #26
• Remove problem by @pnkraemer in #30
• EK1 draft by @pnkraemer in #32
• Simplify by @pnkraemer in #34
• Implementations in docs by @pnkraemer in #38
• Init module by @pnkraemer in #42
• Collect test cases by @pnkraemer in #45
• Rename inits by @pnkraemer in #46
• Solve checkpoints by @pnkraemer in #47
• Undo aux module by @pnkraemer in #49
• Jax odeint reference in tests by @pnkraemer in #52
• flake8 pre-commit hook by @pnkraemer in #54
• Rename simulate function by @pnkraemer in #56
• Recipes by @pnkraemer in #57
• Backend solution objects simplified by @pnkraemer in #58
• Improved dev docs by @pnkraemer in #59
• Backend to strategy by @pnkraemer in #63
• Move to solution by @pnkraemer in #66
• Rename odefilter states by @pnkraemer in #67
• Solving modes by @pnkraemer in #70
• Init apply extract smoothing by @pnkraemer in #71
• Ibm in implementation by @pnkraemer in #73
• Prepare stepping end by @pnkraemer in #77
• Test cases ivpsolve via recipes by @pnkraemer in #78
• Checkpoint corners by @pnkraemer in #79
• QOI in Posteriors by @pnkraemer in #81
• Smoothing changes QOI now by @pnkraemer in #82
• Solve for all states by @pnkraemer in #83
• Jitting by @pnkraemer in #84
• Moved low-level tests away by @pnkraemer in #90
• Remove taylor-mode attribute from solver by @pnkraemer in #91
• Update Taylor series functions by @pnkraemer in #94
• Merge odefilter and adaptive by @pnkraemer in #95
• Move interpolation to odefilter by @pnkraemer in #96
• Split smoothers into fixed-point and normal by @pnkraemer in #97
• Ivpsolve tests tags by @pnkraemer in #98
• Update solver routines by @pnkraemer in #99
• Notebook by @pnkraemer in #101
• Info op refactor by @pnkraemer in #104
• Description by @pnkraemer in #105
• Simple benchmark by @pnkraemer in #108
• Cleaned up benchmark by @pnkraemer in #110
• Fix checkpointing corner-case by @pnkraemer in #112
• Fixed another corner case by @pnkraemer in #113
• Split up equivalence tests even more by @pnkraemer in #115
• fixed a checkpointing test by @pnkraemer in #116
• More test stuff by @pnkraemer in #117
• Tests pass without jit by @pnkraemer in #118
• Checkpoint equivalence by @pnkraemer in #122
• Fixed same-grid-eks0 test by @pnkraemer in #123
• Off grid tests by @pnkraemer in #127
• Split solver routines into different files by @pnkraemer in #128
• Implementation interface by @pnkraemer in #129
• Marginals in solution object by @pnkraemer in #130
• Revisit control by @pnkraemer in #133
• Iterable solutions by @pnkraemer in #134
• Tornadox equivalence by @pnkraemer in #136
• Ode signature by @pnkraemer in #138
• Recompilation resolve by @pnkraemer in #141
• Ekf1 by @pnkraemer in #142
• Add an example notebook for second-order problems by @pnkraemer in #143
• Filter dense output by @pnkraemer in #144
• Smoother dense output by @pnkraemer in #147
• Rework dense output by @pnkraemer in #150
• EKF1 equivalence tests pass by @pnkraemer in #151
• fixpt -> fixedpt by @pnkraemer in #152
• Split offgrid marginals into different tests by @pnkraemer in #153
• Improve example notebooks by @pnkraemer in #154
• Fixedpoint by @pnkraemer in #155
• Fixed diffusion by @pnkraemer in #157
• Dynamic EKS1 by @pnkraemer in #160
• Refactor small things by @pnkraemer in #162
• Unskip tests by @pnkraemer in #165
• Improved LV benchmark by @pnkraemer in #171
• Multiply away by @pnkraemer in #173
• Different extract functions by @pnkraemer in #174
• Simplify strategy by @pnkraemer in #176
• Solution by @pnkraemer in #183
• Rename recipes by @pnkraemer in #184
• FixedPoint EKS1 by @pnkraemer in #185
• Move information op by @pnkraemer in #186
• Unify more strategies by @pnkraemer in #188
• Extract solver from strategy by @pnkraemer in #190
• New solvers by @pnkraemer in #193
• Samples by @pnkraemer in #194
• Info op by @pnkraemer in #195
• Readme by @pnkraemer in #199
• Diagonal EK0 by @pnkraemer ...