CHANGES.md

0.0.5

• lmh: acceptance statistics for LMH and incremental LMH samplers
• [Smc] uses generative samplers (type [Random.State.t -> 'a]) instead of type ['a Dist.t]
• adapt to latest version of [prbnmcn-stats]
• remove [samplei] function
• smc: make [Smc.Make] functor generative (report by @nilsbecker)
• smc: improve error message (report by @nilsbecker)

0.0.4

• smc: domainslib-based multicore implementation
• bugfix: Smc_inference.run_custom spawned too many particles
• fix implicit deps (@zapashcanon)

0.0.3

API changes

• smc: provide API for programmable resampling (review by @nilsbecker, many thanks!)
• gsl_dist: functorize over GSL signature
  • band-aid for unavailability of gsl package in ocaml 5
  • since explicit dependency on gsl is dropped, relicensed to MIT

code quality/bug fixes

• smc: much improved documentation (report and review by @nilsbecker)
• removed uses of Obj.magic
• bugfix: properly handle terminated particles in smc
  • terminated particles now continue to participate in resampling events
• bugfix: Smc.fork off-by-one corrected
• bugfix: Cps_monad.map_array reversed order of elements

misc

• added gamma distribution to stats_dist
• added kalman filter example
• added polynomial regression example
• added approximate bayesian computation example
• more tests

0.0.2

• Dependency: prbnmcn-stats.0.0.3 -> prbnmcn-stats.0.0.4
• Add beta distribution to Gsl samplers
• Refactor Cps monad
• Add SMC inference
• Simplify handler type, modularize effect definitions away from Cps_monad
• Fix typo: bernouilli -> bernoulli (report by @nilsbecker)

0.0.1

• First release of prbnmcn-dagger, a library for probabilistic programming