Pyprob

Latest version: v1.5.0

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1.2.3

* Change `pyprob.sample` arguments ordering to `distribution, name` followed by other optional arguments
* Disable progress information printing for `verbosity==0`
* Raise error if MCMC posterior is run with an empty trace (model with no `pyprob.sample` statement)
* Density estimation of Empiricals with Gaussian mixtures
* String representation of distributions are executable as Python code, making it easy to copy and instantiate distributions

1.2.2

* Support indexing traces by variable name, e.g., `trace['mean']` for a variable with prior `pyprob.sample(..., name='mean')
* Issue warnings using Python `warnings` module
* Add von Mises distribution
* Improve autocorrelation diagnostic
* `Empirical.from_distribution` as a shorthand to generate empirical distributions from other distributions
* `Empirical.median` to compute median values
* `model.posterior` raises error if a `None` observation is given

1.2.1

* Support slicing of on-disk Empiricals
* Diagnostics: per-variable trace plots
* Diagnostics: improve autocorrelation plots
* Skewness, kurtosis for Empiricals
* Support PyTorch version >= 1.5.1 (skip 1.5.0 due to a pickle-related bug in PyTorch)

1.2.0

* Improve diagnostic address graphs to show distribution type
* Improve Gelman-Rubin diagnostic address selection
* Added `min_address_count` and `exclude_addresses_regex` options to diagnostic graphs
* Support `pyprob.sample` to sample from distributions even when not currently recording a trace (e.g., via `model.prior` or `model.posterior`)
* Support weighted resampling of Empirical with `min_index`, `max_index`
* Rename `_log_weights`, `_values` to `log_weights`, `values` in `Empirical`
* Fix bug in Binomial string representation
* Fix bug in diagnostics for variables without value
* Fix bug in Empirical `resample` not correctly handling optional `min_index`, `max_index` arguments
* Fix bug in Empirical destructor

1.1.0

* Added support for Bernoulli, Beta, Exponential, Gamma, LogNormal, Binomial, Weibull distributions
* Fixed minor bug where concatenated Empirical distributions on disk were not checked correctly for uniform weights

1.0.0

* First stable release

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