🚀 Release pymc-extras v0.15.0

Дата публикации: 11-09-2026 12:52:43

A new release of pymc-extras is now available!
Release Information
Version: v0.15.0
Repository: pymc-devs/pymc-extras
Release Page: Release v0.15.0 · pymc-devs/pymc-extras · GitHub
Note: It may take some time for the release to appear on PyPI and conda-forge.
Release Notes
What’s Changed
Major Changes
Deprecate observed=None on Prior.create_likelihood_variable by @anevolbap in #732
Untangle PytensorRepresentation and assign matrices whole by @jessegrabowski in #738
Take fit state off the statespace model and make rebuilds work by @jessegrabowski in #741
New Features
Add ConvergentFilter by @jessegrabowski in #676
Stop sharing mutable Kalman filters between graph builds by @jessegrabowski in #735
New ADVI API by @jessegrabowski in #635
Fix orthogonalized impulse response functions by @jessegrabowski in #746
Evaluate stationary VAR likelihoods without a Kalman filter by @jessegrabowski in #766
Smooth with a Durbin-Koopman disturbance smoother by default by @jessegrabowski in #767
Add a deterministic trend to BayesianVARMAX and BayesianSARIMAX by @jessegrabowski in #771
Fold the simulation smoother’s two smoother passes into one by @jessegrabowski in #769
Bugfixes
Fix sample_statespace_matrices and give it tests by @jessegrabowski in #734
Fix AttributeError raised when a placeholder is registered twice by @jessegrabowski in #742
Fix three cases where ADVI silently ignored the caller by @jessegrabowski in #753
Fix use_data_time_dim in unconditional sampling by @jessegrabowski in #747
Fix end and start argument handling in forecast by @jessegrabowski in #748
Warn when n_steps conflicts with the shock trajectory length by @jessegrabowski in #749
Fix the normalizing constant in the Kalman filter log-likelihood by @jessegrabowski in #759
Fix SquareRootFilter treating P0 as a Cholesky factor by @jessegrabowski in #768
Maintenance
Support marginalizing DiscreteUniform with batch endpoints and Categorical with symbolic sized P by @ricardoV94 in #724
Streaming variational inference: out-of-core DataLoader for minibatch ADVI by @YichengYang-Ethan in #698
Add Simulation Smoother by @jessegrabowski in #680
Split statespace.py post-estimation logic into topical modules by @jessegrabowski in #727
Clean up dead statespace attributes and fix Representation copy aliasing by @jessegrabowski in #729
Build post-estimation graphs with the fit’s filter settings by @jessegrabowski in #728
Deprecate save_kalman_filter_outputs_in_idata and always register data by @jessegrabowski in #691
Fix DFM state metadata and error covariance construction by @jessegrabowski in #730
Build the shared-states design matrix explicitly by @jessegrabowski in #737
Return substituted statespace matrices instead of storing them by @jessegrabowski in #740
Reworking Minibatching for ADVI by @zaxtax in #713
Shape logp placeholders per variable and assert output sets exactly by @jessegrabowski in #750
[FIX] Fix multivariate SquareRootFilter log-likelihood. Targets #744 by @4nmus in #757
New Contributors
@YichengYang-Ethan made their first contribution in #698
@4nmus made their first contribution in #757
Full Changelog: Comparing v0.14.0...v0.15.0 · pymc-devs/pymc-extras · GitHub
This post was automatically generated from the GitHub release.

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