What's Changed
* Pin MyST-Parser Version by JonathanWenger in https://github.com/probabilistic-numerics/probnum/pull/637
* Clean up ProbNum's Development Dependencies by marvinpfoertner in https://github.com/probabilistic-numerics/probnum/pull/636
* Update the `isort` config and bump `black` version by marvinpfoertner in https://github.com/probabilistic-numerics/probnum/pull/638
* Row selection policy for the PLS by JonathanWenger in https://github.com/probabilistic-numerics/probnum/pull/588
* `codecov/codecov-action` instead of bash uploader by marvinpfoertner in https://github.com/probabilistic-numerics/probnum/pull/640
* Update jax[minimum-jaxlib] requirement from <0.2.29 to <0.3.1 by dependabot in https://github.com/probabilistic-numerics/probnum/pull/642
* Add `Function` class and refactor `RandomProcess.{input,output}_{dim => shape}` by marvinpfoertner in https://github.com/probabilistic-numerics/probnum/pull/639
* Refactor UKF Components to use linearize() by pnkraemer in https://github.com/probabilistic-numerics/probnum/pull/635
* Split nonlinear filtering notebooks by pnkraemer in https://github.com/probabilistic-numerics/probnum/pull/644
* [Bugfix] Missing `rng` argument in sample function of random variable `rv1 {+,-,*,/,//,,%} rv2` by marvinpfoertner in https://github.com/probabilistic-numerics/probnum/pull/648
* Simplified TaylorMode implementation by pnkraemer in https://github.com/probabilistic-numerics/probnum/pull/647
* [Bugfix] Scalar arguments in `Kernel.__call__` by marvinpfoertner in https://github.com/probabilistic-numerics/probnum/pull/649
* Remove `input_shape` broadcasting capabilities from `Kernel` by marvinpfoertner in https://github.com/probabilistic-numerics/probnum/pull/650
* Update jax[minimum-jaxlib] requirement from <0.3.1 to <0.3.2 by dependabot in https://github.com/probabilistic-numerics/probnum/pull/651
**Full Changelog**: https://github.com/probabilistic-numerics/probnum/compare/v0.1.15...v0.1.16