What's Changed
* Refactor the adaptation kernels by rlouf in https://github.com/blackjax-devs/blackjax/pull/276
* Update change_of_variable_hmc.md by junpenglao in https://github.com/blackjax-devs/blackjax/pull/373
* Remove `logprob_grad_fn` kwargs in favor of `jax.custom_vjp` by rlouf in https://github.com/blackjax-devs/blackjax/pull/342
* Fix benchmark by junpenglao in https://github.com/blackjax-devs/blackjax/pull/380
* Refactor the function for generating Gaussian noise by junpenglao in https://github.com/blackjax-devs/blackjax/pull/377
* Improve batch shape handling in MEADS and allow scaled step sizes in GHMC using `mcmc.integrators.velocity_verlet` by albcab in https://github.com/blackjax-devs/blackjax/pull/381
* Modify linear regressions to parameters in R by albcab in https://github.com/blackjax-devs/blackjax/pull/388
* S/acceptance probability/acceptance ratio by rlouf in https://github.com/blackjax-devs/blackjax/pull/390
* Update the pathfinder API by rlouf in https://github.com/blackjax-devs/blackjax/pull/392
* Add the control variates gradient estimator by rlouf in https://github.com/blackjax-devs/blackjax/pull/299
* Make tests fail on uncaught warnings by rlouf in https://github.com/blackjax-devs/blackjax/pull/404
* Update the issue templates by rlouf in https://github.com/blackjax-devs/blackjax/pull/409
* Add the licence notice at the top of every file by rlouf in https://github.com/blackjax-devs/blackjax/pull/408
* Clean examples by rlouf in https://github.com/blackjax-devs/blackjax/pull/413
* Add linebreak between function params in API doc by rlouf in https://github.com/blackjax-devs/blackjax/pull/414
* Add support for nightly releases by rlouf in https://github.com/blackjax-devs/blackjax/pull/418
* Use NumPy style for linebreak at end of docstring by rlouf in https://github.com/blackjax-devs/blackjax/pull/419
* Use the new marginal sampler for latent gaussian models in the GP notebook by juanitorduz in https://github.com/blackjax-devs/blackjax/pull/398
* Fix import for `blackjax.optimizers.dual_averaging` by junpenglao in https://github.com/blackjax-devs/blackjax/pull/426
* Fix pymc example by zaxtax in https://github.com/blackjax-devs/blackjax/pull/424
* Minor doc clean up by junpenglao in https://github.com/blackjax-devs/blackjax/pull/428
* s/logprob/logdensity by junpenglao in https://github.com/blackjax-devs/blackjax/pull/427
* Use `pyproject.toml` and `setuptools_scm` by rlouf in https://github.com/blackjax-devs/blackjax/pull/431
* Gitlint configuration by valentynbez in https://github.com/blackjax-devs/blackjax/pull/429
* Add Contour SGMCMC sampler. by WayneDW in https://github.com/blackjax-devs/blackjax/pull/396
* Automatically open an issue for Blackjax meetings by rlouf in https://github.com/blackjax-devs/blackjax/pull/440
* Add ReadTheDocs configuration file by rlouf in https://github.com/blackjax-devs/blackjax/pull/432
* Add Mean Field Variational Inference implementation by xidulu in https://github.com/blackjax-devs/blackjax/pull/433
* Fix small typos by antotocar34 in https://github.com/blackjax-devs/blackjax/pull/460
* Refactor the potential fun flip in HMC by junpenglao in https://github.com/blackjax-devs/blackjax/pull/463
* Move Contour SGLD example to the Sampling Book by rlouf in https://github.com/blackjax-devs/blackjax/pull/467
* Simplify the Oryx examples by rlouf in https://github.com/blackjax-devs/blackjax/pull/468
* Remove the hierarhical BNN example by rlouf in https://github.com/blackjax-devs/blackjax/pull/469
* Return adaptation extra information by rlouf in https://github.com/blackjax-devs/blackjax/pull/466
* Refactor the SMC kernels by rlouf in https://github.com/blackjax-devs/blackjax/pull/279
* Remove the sparse logistic regression example by rlouf in https://github.com/blackjax-devs/blackjax/pull/472
* Fixing TemperedSMC example by ciguaran in https://github.com/blackjax-devs/blackjax/pull/474
* Add documentation for how to implement Metropolis-within-Gibbs by mlysy in https://github.com/blackjax-devs/blackjax/pull/422
* Use github-action-benchmark for continous benchmarking by rlouf in https://github.com/blackjax-devs/blackjax/pull/476
* Fix the Introduction Example by yayami3 in https://github.com/blackjax-devs/blackjax/pull/477
* Remove unnecessary dependency by yayami3 in https://github.com/blackjax-devs/blackjax/pull/481
* Replace uses of internal JAX NumPy utils with public API functions. by junpenglao in https://github.com/blackjax-devs/blackjax/pull/487
* Adding folder structure to tests by ciguaran in https://github.com/blackjax-devs/blackjax/pull/483
* Remove the remaining examples by rlouf in https://github.com/blackjax-devs/blackjax/pull/489
* Update pre-commit dependencies by rlouf in https://github.com/blackjax-devs/blackjax/pull/490
* Use AutoAPI for the API documentation by rlouf in https://github.com/blackjax-devs/blackjax/pull/478
* Handle references using sphinxcontrib-bibtex with the BibTeX alpha style by albcab in https://github.com/blackjax-devs/blackjax/pull/494
* Use public JAX API for PRNGKeyArray by junpenglao in https://github.com/blackjax-devs/blackjax/pull/498
* Do not fail RTD build on warning by rlouf in https://github.com/blackjax-devs/blackjax/pull/502
* use chex for typing by junpenglao in https://github.com/blackjax-devs/blackjax/pull/503
* Exposing RMH and Random Walk as two different algorithms, generalizing RW to non-gaussian jumps by ciguaran in https://github.com/blackjax-devs/blackjax/pull/484
* Drop support of Python 3.7 and install latest developments of optax to avoid failing tests by albcab in https://github.com/blackjax-devs/blackjax/pull/519
* Pass `grad_estimator` to the CSGLD kernel directly by albcab in https://github.com/blackjax-devs/blackjax/pull/518
* Fix SGLD and SGHMC docstrings by albcab in https://github.com/blackjax-devs/blackjax/pull/524
* Refactor MALA so that it uses the MH component in proposals.py by albcab in https://github.com/blackjax-devs/blackjax/pull/523
* SMC-MCMC integration test, plus fixes. by ciguaran in https://github.com/blackjax-devs/blackjax/pull/522
* Use latest release of optax by albcab in https://github.com/blackjax-devs/blackjax/pull/528
* Revert "Change documentation background color" by howsiyu in https://github.com/blackjax-devs/blackjax/pull/527
* Proper splitting of PRNG key by howsiyu in https://github.com/blackjax-devs/blackjax/pull/526
* Consistent naming of low-level function by albcab in https://github.com/blackjax-devs/blackjax/pull/532
* Fix momentum samples for 2D inverse mass matrix by junpenglao in https://github.com/blackjax-devs/blackjax/pull/533
* Move kernel functions to their algorithm-class folder. by albcab in https://github.com/blackjax-devs/blackjax/pull/501
* Add SGNHT by SamDuffield in https://github.com/blackjax-devs/blackjax/pull/515
* Converting scan to fori_loop in static_integration in order to support a variable number of integration steps in HMC sampler by dfm in https://github.com/blackjax-devs/blackjax/pull/539
* Implement SVGD by antotocar34 in https://github.com/blackjax-devs/blackjax/pull/512
* Add utility function to demonstrate unflattening of arrays by albcab in https://github.com/blackjax-devs/blackjax/pull/535
* Unify SGMCMC init structure by SamDuffield in https://github.com/blackjax-devs/blackjax/pull/540
* Change Typing to follow Jax best practice by junpenglao in https://github.com/blackjax-devs/blackjax/pull/543
* `MCMCSamplingAlgorithm` -> `SamplingAlgorithm` by albcab in https://github.com/blackjax-devs/blackjax/pull/542
* Update howto_use_tfp.md by junpenglao in https://github.com/blackjax-devs/blackjax/pull/553
* Documentation clean up by junpenglao in https://github.com/blackjax-devs/blackjax/pull/552
* Bump to Py3.9 by junpenglao in https://github.com/blackjax-devs/blackjax/pull/554
* Update usage of soon-to-be deprecated Chex assertions by junpenglao in https://github.com/blackjax-devs/blackjax/pull/560
* Moving max_num_doublings of NUTS from build_kernel to kernel by weiyaw in https://github.com/blackjax-devs/blackjax/pull/566
* Update the Metropolis-within-Gibbs example by twhentschel in https://github.com/blackjax-devs/blackjax/pull/558
* Update dependencies and use new jax random key by junpenglao in https://github.com/blackjax-devs/blackjax/pull/569
New Contributors
* juanitorduz made their first contribution in https://github.com/blackjax-devs/blackjax/pull/398
* valentynbez made their first contribution in https://github.com/blackjax-devs/blackjax/pull/429
* WayneDW made their first contribution in https://github.com/blackjax-devs/blackjax/pull/396
* xidulu made their first contribution in https://github.com/blackjax-devs/blackjax/pull/433
* antotocar34 made their first contribution in https://github.com/blackjax-devs/blackjax/pull/460
* mlysy made their first contribution in https://github.com/blackjax-devs/blackjax/pull/422
* yayami3 made their first contribution in https://github.com/blackjax-devs/blackjax/pull/477
* howsiyu made their first contribution in https://github.com/blackjax-devs/blackjax/pull/527
* SamDuffield made their first contribution in https://github.com/blackjax-devs/blackjax/pull/515
* dfm made their first contribution in https://github.com/blackjax-devs/blackjax/pull/539
* weiyaw made their first contribution in https://github.com/blackjax-devs/blackjax/pull/566
* twhentschel made their first contribution in https://github.com/blackjax-devs/blackjax/pull/558
**Full Changelog**: https://github.com/blackjax-devs/blackjax/compare/0.9.6...1.0.0