**Breaking change:** By default, [Predictive](https://num.pyro.ai/en/stable/utilities.html#numpyro.infer.util.Predictive) will recompute the "deterministic" sites if they are provided by posterior_samples. This brings Predictive to the behavior before the 0.14.0 release. To avoid recomputing deterministic sites like in the 0.14.0 release, set `Predictive(..., exclude_deterministic=False)`.
New modules
* [Hilbert Space Gaussian Processes Approximation](https://num.pyro.ai/en/stable/contrib.html#hilbert-space-gaussian-processes-approximation)
* [Stochastic Support](https://num.pyro.ai/en/stable/contrib.html#stochastic-support)
What's Changed
* Raise `ValueError` if deterministic site is exposed in sub-guide. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1757
* Add Initial SDVI Implementation by treigerm in https://github.com/pyro-ppl/numpyro/pull/1758
* Fix ruff not format the changes by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1761
* Add complex constraint and real Fourier transform. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1762
* Fix ruff not fixing linter errors by ordabayevy in https://github.com/pyro-ppl/numpyro/pull/1764
* Ruff format notebooks by ordabayevy in https://github.com/pyro-ppl/numpyro/pull/1765
* Add explicit reparametrizer. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1754
* Add a warning message when using prng_key outside of seed by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1760
* Add a note to seed handler to mention that its instances cannot be jitted directly by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1759
* fixed lint for 1760 by OlaRonning in https://github.com/pyro-ppl/numpyro/pull/1769
* Add `RecursiveLinearTransform` for linear state space models. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1766
* Fix math rendering in variationally inferred parameterization tutorial by brendancooley in https://github.com/pyro-ppl/numpyro/pull/1767
* Add ZeroSumNormal distribution by kylejcaron in https://github.com/pyro-ppl/numpyro/pull/1751
* Verify result of `biject_to` satisfies the constraint. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1770
* Remove the deprecated import jax.tree_map by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1775
* Fix ensemble mcmc multiple run by amifalk in https://github.com/pyro-ppl/numpyro/pull/1774
* Censoring example notebook by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1773
* Avoid unnecessary reshape for trivial expand by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1776
* Allow to use Delta on numpy arrays without moving them to jax devices by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1777
* Do not unflatten unevaluated lazy properties. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1778
* Move nested sampling docs to contrib by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1782
* Fix image sizes censoring notebook by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1783
* Relax check of positive definite constraint. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1784
* Add entropy implementations. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1787
* sample from distribution without storing by amifalk in https://github.com/pyro-ppl/numpyro/pull/1790
* Predictive fix when deterministic sites are present by kylejcaron in https://github.com/pyro-ppl/numpyro/pull/1789
* fix singleton plate bug by amifalk in https://github.com/pyro-ppl/numpyro/pull/1792
* add constraints.greater_than_eq, constraints.positive_semidefinite, constraints.nonnegative by amifalk in https://github.com/pyro-ppl/numpyro/pull/1793
* Tutorial Lotka Volterra multiple by A2P2 in https://github.com/pyro-ppl/numpyro/pull/1701
* Different supports in component distributions for mixture models by Qazalbash in https://github.com/pyro-ppl/numpyro/pull/1791
* Add a note that Trace_EnumELBO does not work with AutoContinuous by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1796
* Updat .pre-commit hook version by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1795
* Add Wishart distribution. by tillahoffmann in https://github.com/pyro-ppl/numpyro/pull/1779
* Add HSGP contribution module by juanitorduz in https://github.com/pyro-ppl/numpyro/pull/1794
* Bump to 0.15.0 by fehiepsi in https://github.com/pyro-ppl/numpyro/pull/1797
New Contributors
* brendancooley made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1767
* kylejcaron made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1751
* A2P2 made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1701
* Qazalbash made their first contribution in https://github.com/pyro-ppl/numpyro/pull/1791
**Full Changelog**: https://github.com/pyro-ppl/numpyro/compare/0.14.0...0.15.0