v0.11.0

What's Changed

Major Changes 🛠

• Compatibility with PyMC V6 by @jessegrabowski in #668

New Features 🎉

• Fix duration setting in TimeSeasonality by @jessegrabowski in #640
• Fix ordering of time-varying statespace matices for UnivariateFilter's kalman step by @sebcroft in #653
• Remove redundant pt.specify_shape calls by @jessegrabowski in #679
• Representation simplification by @jessegrabowski in #678

Maintenance 🔧

• DADVI: initialise variational means from model initial point, not zeros by @jaj42 in #672
• Bump version for release by @jessegrabowski in #683
• Correctly mask obs_intercept and obs_cov when data is missing by @jessegrabowski in #682
• More stable KF update by @jessegrabowski in #684

New Contributors

• @jaj42 made their first contribution in #672
• @sebcroft made their first contribution in #653

Full Changelog: v0.10.0...v0.11.0

v0.10.0

What's Changed

Maintenance 🔧

• Refactor Pathfinder for larger models by @velochy in #656

Full Changelog: v0.9.3...v0.10.0

v0.9.3

What's Changed

Bugfixes 🪲

• MarginalRV: fix inner graph mutation when deriving support_point by @ricardoV94 in #663

Full Changelog: v0.9.2...v0.9.3

v0.9.2

What's Changed

Bugfixes 🪲

• Fix DiscreteMarkovChain init_dist lags placement by @velochy in #662

Maintenance 🔧

• Prior: Support core_dims by @ricardoV94 in #660
• Censored prior: Compatibility with xdist=True by @ricardoV94 in #661

Full Changelog: v0.9.1...v0.9.2

v0.9.1

What's Changed

Maintenance 🔧

• Prior xdist=True infers array dims by @ricardoV94 in #657

Full Changelog: v0.9.0...v0.9.1

v0.9.0

What's Changed

Major Changes 🛠

• Allow Prior to create pymc.dims variables by @ricardoV94 in #643
• Prior: Differentiate dims=() and dims=None by @ricardoV94 in #649

Bugfixes 🪲

• Do not include jacobian adjustment in find_MAP by @littlewu2508 in #641
• Fix bug in state covariance matrix construction in State Space Frequency Component by @Dekermanjian in #648

Maintenance 🔧

• Implement VI autoguide @zaxtax in #636

New Contributors

• @littlewu2508 made their first contribution in #641

Full Changelog: v0.8.0...v0.9.0

v0.8.0

What's Changed

Major Changes 🛠

• Rename AutoregressiveComponent to Autoregressive by @Jiya873 in #616
• Remove "Component" suffix from StateSpace components by @jessegrabowski in #630

New Features 🎉

• Represent statespace metadata with dataclasses by @Dekermanjian in #607
• Use vectorized sampling for post-estimation methods by @jessegrabowski in #629

Bugfixes 🪲

• Fix bug in Statespace model state names by @jessegrabowski in #634

Documentation 📖

• Fix docs build failure caused by __getattr__ intercepting __mro__ by @Jiya873 in #618

New Contributors

• @Jiya873 made their first contribution in #618

Full Changelog: v0.7.0...v0.8.0

v0.7.0

What's Changed

Major Changes 🛠

• Run whole suite with C and Numba linkers by @ricardoV94 in #615
• Allow non-vectorized laplace fit draws by @ricardoV94 in #627

Bugfixes 🪲

• bugfix for fit_laplace absent dims by @Dekermanjian in #609

Maintenance 🔧

• recover_marginals infers model from model context by @zaxtax in #619
• Update to support the latest blackjax by @zaxtax in #621

Full Changelog: v0.6.0...v0.6.1

v0.6.0

What's Changed

Major Changes 🛠

• Remove k_endog & k_exog parameters in SSM by @Dekermanjian in #599

New Features 🎉

• More options for DADVI by @jessegrabowski in #579

Bugfixes 🪲

• Always return dictionary from data_info by @jessegrabowski in #582
• Fix: autoregressive params info by @AlexAndorra in #584

Maintenance 🔧

• Ignore BLAS warning in tests by @jessegrabowski in #585
• Add pathfinder output to idata by @fonnesbeck in #588
• Add ruff format for docstrings by @williambdean in #591
• Add to prior module docs by @williambdean in #590
• Local doc instructions by @williambdean in #593
• Run pre-commit by @williambdean in #594
• add missing statespace models to docs by @williambdean in #592
• Prefer mT over T in statespace equations by @jessegrabowski in #595
• Minor fixes to modelbuilder class by @butterman0 in #452
• Pytensor 2.35 Compatibility Fixes by @jessegrabowski in #597

New Contributors

• @butterman0 made their first contribution in #452

Full Changelog: v0.5.0...v0.6.0

v0.5.0

What's Changed

New Features 🎉

• Add deterministic advi by @martiningram in #564

Maintenance 🔧

• Dynamical Factor Models (DFM) Implementation (GSOC 2025) by @andreacate in #446
• Allow skipping covariance computation in find_MAP by @jessegrabowski in #578

New Contributors

• @martiningram made their first contribution in #564

Full Changelog: v0.4.1...v0.5.0