GeneralisedFilters-v0.4.2

GeneralisedFilters GeneralisedFilters-v0.4.2

Diff since GeneralisedFilters-v0.4.1

• Add exports and utility wrappers

SSMProblems-v0.6.1

SSMProblems SSMProblems-v0.6.1

Diff since SSMProblems-v0.6.0

• Added simulate_from_dist() for efficient SArray handling
• Added accessor methods prior(), dyn(), obs()
• Removed unused batch methods

Merged pull requests:

• First Class Support for Rao-Blackwellisation (#116) (@THargreaves)
• Implementation of Rao-Blackwellised Ancestor Sampling (#117) (@THargreaves)
• Add GHA to run tests for SSMProblems and GeneralisedFilters (#120) (@shravanngoswamii)
• Implement SArray-Compatible Filtering (#121) (@THargreaves)
• Restore Type Stability (#122) (@charlesknipp)

Closed issues:

• Efficient handling of block sparse and zero arrays (#25)
• Implement batch forward simulation (#50)
• MvNormal does not preserve StaticArrays (#107)
• SSMProblems 0.5.1 should have been a breaking release (#108)
• ✨ Set up Copilot instructions (#112)
• Create Github Action to run tests for SSMProblems and GeneralisedFilters (#114)
• Update About link (#123)

GeneralisedFilters-v0.4.1

GeneralisedFilters GeneralisedFilters-v0.4.1

Diff since GeneralisedFilters-v0.4.0

• Correct RB ancestor weights

GeneralisedFilters-v0.4.0

GeneralisedFilters GeneralisedFilters-v0.4.0

Diff since GeneralisedFilters-v0.3.1

Breaking Changes

• Kalman filter representation is now MvNormal rather than GaussianDistribution
• RBState replaces RaoBlackwellisedParticle

Other Changes

• Add optional jitter to KF
• Implemented APF
• Performance bug fixes and better SArray support

Merged pull requests:

• First Class Support for Rao-Blackwellisation (#116) (@THargreaves)
• Implementation of Rao-Blackwellised Ancestor Sampling (#117) (@THargreaves)
• Add GHA to run tests for SSMProblems and GeneralisedFilters (#120) (@shravanngoswamii)
• Implement SArray-Compatible Filtering (#121) (@THargreaves)
• Restore Type Stability (#122) (@charlesknipp)

Closed issues:

• Efficient handling of block sparse and zero arrays (#25)
• Implement batch forward simulation (#50)
• MvNormal does not preserve StaticArrays (#107)
• SSMProblems 0.5.1 should have been a breaking release (#108)
• ✨ Set up Copilot instructions (#112)
• Create Github Action to run tests for SSMProblems and GeneralisedFilters (#114)
• Update About link (#123)

SSMProblems-v0.6.0

SSMProblems SSMProblems-v0.6.0

Diff since SSMProblems-v0.5.2

Breaking changes

• Type parameters removed from LatentDynamics and ObservationProcess
• State prior is separated from LatentDynamics into new StatePrior type

SSMProblems-v0.5.2

SSMProblems SSMProblems-v0.5.2

Diff since SSMProblems-v0.5.1

GeneralisedFilters-v0.3.1

GeneralisedFilters GeneralisedFilters-v0.3.1

Diff since GeneralisedFilters-v0.3.0

SSMProblems-v0.5.1

What's Changed

• CompatHelper: bump compat for AcceleratedKernels to 0.4 for package GeneralisedFilters, (keep existing compat) by @github-actions[bot] in #102
• CompatHelper: bump compat for DataStructures to 0.19 for package GeneralisedFilters, (keep existing compat) by @github-actions[bot] in #106
• Disentangle Priors from Dynamics by @charlesknipp in #101

Full Changelog: GeneralisedFilters-v0.2.1...SSMProblems-v0.5.1

GeneralisedFilters-v0.3.0

What's Changed

• CompatHelper: bump compat for AcceleratedKernels to 0.4 for package GeneralisedFilters, (keep existing compat) by @github-actions[bot] in #102
• CompatHelper: bump compat for DataStructures to 0.19 for package GeneralisedFilters, (keep existing compat) by @github-actions[bot] in #106
• Disentangle Priors from Dynamics by @charlesknipp in #101

Deprecated

• The batch GPU interface for GeneralisedFilters.jl has been temporarily deprecated in favour of a cleaner interface that will be included in a future release.

Full Changelog: GeneralisedFilters-v0.2.1...GeneralisedFilters-v0.3.0

SSMProblems-v0.5.0

SSMProblems SSMProblems-v0.5.0

Breaking changes