What's Changed
* Rename `dense_output.py` to `solution.py` by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/480
* Group tests for IVP solvers and solutions by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/481
* Move cubature module to implementations by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/482
* Rename solvers by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/483
* Renamed negative_marginal_log_likelihood to log_marginal_likelihood by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/484
* Changelog by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/485
* Replace "condition_on_qoi_observations" with "observe_qoi" by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/487
* Conditionals by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/488
* `norm_of_whitened_residual_sqrtm` is `mahalanobis_norm` by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/491
* Moved test-dependencies to backend by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/492
* Whitened residuals in IsoTS0 by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/494
* Replaced `jnp.sqrt(jnp.dot(...))` and `jnp.sqrt(jnp.einsum(...))` with square-root arithmetic by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/496
* Moved square-root utilities to top-level and renamed to sqrt_util by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/497
* Sum of squares by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/498
* Scalar solvers in public API by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/499
* Doc improvements by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/501
* Cubature factories by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/502
* Skip JVP tests for Dense SLR1 by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/503
* Removed unused method by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/505
* IBM factories by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/504
* Define public API by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/506
* Correction factories by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/507
* Remove type-checking tab by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/510
* Implementation recipes are functions by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/508
* Simplify extrapolation by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/511
* Cache in state-space variable by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/512
* Initial step in solver signature by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/513
* Extract inverse to init for adaptive solvers by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/514
* Time-step in controller state by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/515
* Type-stability in filtering methods by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/516
* The big output-scale-sqrtm overhaul by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/517
* Initialise solution from posterior by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/518
* Separate solver state from solution by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/519
* Rename _ivpsolve_impl.py to _collocate.py by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/520
* Group examples and benchmarks in directories by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/521
* Remove 'rv1' from case_interpolate signature by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/522
* Rename linearisation pt by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/523
* Clean up strategy signatures by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/524
* Use interpolation result type in strategies by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/525
* Extract fn in strategy by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/526
* Mention MLESolver fix in changelog by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/527
* Improve usage of `posterior` vocabulary in solvers by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/528
* Smoother state by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/529
* Moved some properties from IVP solution to Strategy-states by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/530
* Some cosmetic updates by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/531
* Remove `gain` from `complete_correction` output by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/532
* `probdiffeq.implementations` -> `probdiffeq.statespace` by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/533
* Remove the middle-man: No more `Implementation` class. by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/534
* Removed __eq__ for solvers by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/535
* `init_output_scale` is `promote_output_scale` by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/536
* Move `t` field to strategy states by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/537
* case_* methods private wherever appropriate by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/538
* Removed _fn suffix for a bunch of methods by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/539
* Extrapolation and correction define only `begin` and `complete` by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/540
* Reintroduce mypy checks by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/541
* Delete readthedocs file and format yaml files by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/542
* Remove u and marginals from solver state by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/543
* Moved sample() to solution by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/544
* Mini updates by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/545
* Remove unneded test cases by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/547
* Increase fixed-grid test coverage by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/548
* Increase save-at test coverage by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/550
* Split `statespace._collections.py` file and abbreviate `StateSpaceVar` to `SSV` by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/551
* Change function order in _collocate.py by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/552
* Remove 'Abstract' from class names by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/553
* Target shape in state-space variable by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/554
* Increase terminal value test coverage by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/549
* Filters and smoothers implement begin() and complete() directly by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/555
* Filters implement *only* begin() and complete() now by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/556
* Smoothers only implement `begin` and `complete` now by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/557
* Strategy & statespace signatures by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/558
* Remove num data points by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/559
* Solution assembly outside of ivpsolvers.py by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/560
* Extract output scale by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/561
* Delete unused function by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/562
* `init_conditional` -> `smoother_init_conditional` by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/563
* Controls are now longer abstract by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/564
* IVP solvers no longer abstract by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/565
* Strategy no longer abstract by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/566
* Removed unused caches in filter_begin and filter_complete by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/567
* Remove _SmootherCommon by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/568
* Fixed-point implementations gain dedicated begin/complete methods by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/569
* Fix interpolation error by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/571
* Test mle calibration by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/570
* Moved `u` from `_FiState` and `_SmState` to `SSV` by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/573
* Split extrapolations into filter-, smoother-, and fixedpoint-implementations by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/574
* AdaptiveState is a named tuple now. by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/575
* Extracted filtering functionality from LML by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/576
* Dataclasses and Pytrees by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/577
* Nested dataclasses by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/579
* Removed custom dataclasses (they don't work as expected) by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/580
* Phrased runge-kutta starter as a smoother by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/581
* Removed last abstract classes by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/582
* Split _collections into _markov and _interp by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/583
* _collections, _conds, and _vars are all _vars now (in statespace/) by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/584
* Remove `init_error_estimate()` by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/585
* _vars -> variables by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/586
* Removed `SmootherSol` and `FilterDist` by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/587
* `sqrtm_to_upper_triangular` -> `triu_via_qr` by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/588
* Use containers.NamedTuple instead of typing.NamedTuple by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/589
* Overhauled the look of the docs by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/590
* Predict, update, apply_updates scheme in `solution._kalman_filter` by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/591
* Extract standard normal functionality by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/592
* Moved up a variable in FP interpolation by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/595
* Updated controller source-code by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/594
* Renamed `_duplicate_with_unit_backward_model` to `_reset_fixedpoint` by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/596
* Reset backward model in Fp.init by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/593
* Merge backward-models in fixedpoint.complete() by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/597
* Remove backward-model merging in case right corner by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/598
* Simplify initialisation of proposed error estimate by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/599
* Move merge_conditionals() to a function by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/600
* Simplified extrapolation interface by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/601
* Remove unused fields from `AdaptiveState` by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/602
* Moved control flow to backend by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/603
* Replace fixedpoint.init_conditional() with fixedpoint.reset() by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/604
* Extracted init_conditional from dense extrapolation by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/605
* Removed self.init_conditional() from Iso variables by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/606
* Extracted identity conditional from scalar SSMs by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/607
* Preconditioner is a Callable by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/608
* Extract calibration from extrapolation by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/609
* Move EOF and YAMLFIX to pre-commit hook. by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/610
* Strategy as function by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/611
* Calibration is now a property of the solver, not the strategy by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/612
* IVP solvers are factory functions by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/614
* Calibration methods are bundles of init-update-extract schemes by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/615
* Call Calib.init() and Calib.extract() in IVP solver by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/616
* BVP solver proof of concept by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/617
* Replace mknotebooks with mkdocs-jupyter by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/618
* Unify Markov sequence namings by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/619
* Give test-suite a new look by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/620
* Update action-setup versions by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/624
* Increase python version to 3.9+ by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/625
* Custom color scheme for Mkdocs by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/626
* Update to changelogs by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/627
* Remove scan_with_init and clean up Solution.__getitem__ by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/628
* Extract common post-processing functionality in ivpsolve by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/629
* Implement ivpsolve.simulate_terminal_values via _collocate.solve_and_save_at by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/630
* Move scale_covariance logic to ivpsolve.py by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/631
* Move interpolation-logic to collocate.py by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/632
* Simplify interpolation interpolation via moving logic to _collocate.py by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/633
* Unify the implementations in strategies by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/634
* Compositional implementation of strategies by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/635
* Compositional implementation of ivpsolvers by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/636
* Factory methods in extrapolation-model construction by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/637
* Calibration factory by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/638
* Move solution object from solution.py to ivpsolve.py by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/639
* Separate ivpsolver package by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/640
* Make `strategies.strategy` public by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/641
* Clean up solver API, calibration implementation; make output_scale compulsory by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/642
* Controller constructors by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/643
* Tightened the API for Correction models by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/644
* Correction model updates by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/645
* Iso-factorisation implements the new correction-model style by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/646
* Block-diag implementations use new API by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/647
* Scalar solvers implement corrections by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/648
* Clean up extrapolation factory by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/649
* Compulsory output scale in ibm_utils.system_matrices by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/650
* Removed unused arguments in right-corner function by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/651
* Towards v0.2.0 by pnkraemer in https://github.com/pnkraemer/probdiffeq/pull/654
**Full Changelog**: https://github.com/pnkraemer/probdiffeq/compare/v0.1.4...v0.2.0
**See https://pnkraemer.github.io/probdiffeq/getting_started/easy_example.md for an introduction to the new API .**