@christophmark christophmark released this Mar 7, 2018 · 5 commits to master since this release

Assets 2

New features:

  • New observation model: Laplace distribution
  • Hyper-parameter optimization now supports "forward-only" algorithm

Fixes:

  • Model evidence of ChangePoint transition model depended on the chosen grid-size
  • RegimeSwitch transition model did not support integer parameter values
  • Jeffreys prior for Gaussian observation model was parametrized on variance, not standard deviation
  • SymPy observation models now support Beta function

@christophmark christophmark released this Sep 29, 2017 · 16 commits to master since this release

Assets 2

New features:

  • Additional API functions in OnlineStudy
  • Probability Parser for arithmetic operations on inferred (hyper-)parameters
  • Custom likelihood functions (observation models) based on NumPy functions
  • Universal plot method
  • Convenience methods load, set, add, eval

Fixes:

  • Support for besseli function in SymPy models
  • Consistent order of parameters in SymPy/SciPy models
  • Consistent order of parameters in joint-distribution plots
  • Fix to support SymPy 1.1
  • AlphaStableRandomWalk transition model
  • NotEqual transition model

Development:

  • bayesloop now features automatic testing based on TravisCI.
  • Automatic code coverage evaluation by coveralls.io

@christophmark christophmark released this Feb 12, 2017 · 79 commits to master since this release

Assets 2

Fixes

  • Hotfix for scaling of hyper-prior values in ChangepointStudy, resulting in distorted model evidence values. This bug was introduced in version 1.2.0.

@christophmark christophmark released this Feb 8, 2017 · 81 commits to master since this release

Assets 2

Fixes

  • Use relative imports only, thereby adding support for Python 3.6

@christophmark christophmark released this Feb 5, 2017 · 86 commits to master since this release

Assets 2

Algorithm & API changes

  • dill module is a required dependency. Loading and saving Study instances is no longer an optional feature.
  • Major refinements to OnlineStudy. This type of analysis now behaves more like a HyperStudy and continually updates hyper-parameter distributions and transition model probabilities.
  • SymPy priors are not re-normalized. This allows to define priors with a support interval that deviates from the defined parameter grid.
  • get...Distribution()-methods return probability values of (hyper-)parameters, not density values. This allows easier post-processing of (hyper-)parameter distributions.

@christophmark christophmark released this Jan 17, 2017 · 102 commits to master since this release

Assets 2

Fixes

  • Hotfix for numerically stable computation of average posterior distribution (hyper-study)

@christophmark christophmark released this Jan 16, 2017 · 104 commits to master since this release

Assets 2

Fixes

  • fixed "dtype=object" error for likelihood array
  • hyper-parameter values were not restored after fitting (hyper-study)
  • improved verbosity settings (hyper-study and data import)
  • evaluation of average posterior distribution now numerically stable for large data sets (hyper-study)
  • hyper-study handles standard fits and simple change-point-analyses

@christophmark christophmark released this Dec 22, 2016 · 113 commits to master since this release

Assets 2

Fixes

  • import of list data
  • use of custom timestamps in HyperStudy
  • lattice scaling for deterministic transition models
  • use of deterministic transition models with more than one hyper-parameter
  • prevent excessive output in the case of inapt parameter boundaries
  • progress bar also shown for standard fit method
  • require updated version of tqdm, fixes warning

@christophmark christophmark released this Dec 13, 2016 · 123 commits to master since this release

Assets 2

Fixes

  • absolute model evidence value should not depend on parameter grid size; corrected scaling

@christophmark christophmark released this Dec 5, 2016 · 126 commits to master since this release

Assets 2

New features

  • Change-points can be used in serial transition models
  • Added Gaussian mean model
  • New API functions for online study class
  • Added documentation for online study class