v1.1.5

EnsembleKalmanProcesses v1.1.5

Diff since v1.1.4

Merged pull requests:

• Add examples for accelerators (#336) (@sydneyvernon)
• Updated accelerators with variable timestep, add localization case to examples (#348) (@odunbar)
• Handling bors removal: new workflows (#349) (@odunbar)
• Remove bors.toml (#350) (@odunbar)
• Update README.md (#351) (@odunbar)
• Add constrained_gaussian TOML parser (#353) (@nefrathenrici)
• Remove getfield(Main, ...) (#355) (@nefrathenrici)
• Update Project.toml to v1.1.5 (#357) (@odunbar)

Closed issues:

• Add parser for constrained_gaussian from TOML (#314)
• Implement Example for some nonlinear problems (#340)
• getfield of Main (#354)

v1.1.4

EnsembleKalmanProcesses v1.1.4

Diff since v1.1.3

Merged pull requests:

• Documentation for ETKI (#337) (@eviatarbach)
• Prevent DataMisfitController scheduler from modifying EKP obs_noise_cov (#338) (@costachris)
• modified accelerator for variable timestep (#341) (@odunbar)
• CompatHelper: add new compat entry for TOML at version 1, (keep existing compat) (#342) (@github-actions[bot])
• CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#343) (@github-actions[bot])
• Update project to v1.1.4 (#344) (@odunbar)
• Update to new [compat] requirements (#345) (@odunbar)

Closed issues:

• O3.7.2 Implement ETKI for high-dimensional output scaling benefits (#299)
• Examples and documentation for ETKI (#330)
• Modfiy to work with variable timestepping (#339)

v1.1.3

EnsembleKalmanProcesses v1.1.3

Diff since v1.1.2

Merged pull requests:

• Darcy example documentation (#318) (@odunbar)
• WIP: adding momentum-inspired accelerators to EKP (#322) (@sydneyvernon)
• Bugfix darcy plot (#326) (@odunbar)
• docs update (#327) (@odunbar)
• docs update (#328) (@odunbar)
• Ensemble tranform Kalman inversion (#329) (@eviatarbach)
• Unscented accelerator (#332) (@odunbar)

Closed issues:

• Document Darcy example (#317)
• Implement Source code and Unit tests in a method-independent way (#323)
• Implement and test ensemble transform Kalman inversion (ETKI) (#324)
• darcy.jl: problem when plotting true flow (#325)
• Implementation of UKI acceleration based on sigma point movement (#333)
• Soft-sparsity localization of C^ug (#334)

v1.1.2

EnsembleKalmanProcesses v1.1.2

Diff since v1.1.1

Closed issues:

• Parameter Distributions is not well compatible with matrix distributions (#229)
• remove cat(X...) statements (#274)
• UKI improperly tested - and other test issues... (#287)
• DataMisfitController() == DataMisfitController() gives false (#297)
• Base.show(::ParameterDistribution) error with Gaussian Random Fields (#300)
• Compatibility issues while building deployment docs (#305)
• Tighten terminology in docs (#308)
• Learning rate schedulers code snippet in documentation (#311)
• Covariance Localization using Ledoit Wolf (#313)

Merged pull requests:

• Fast concatentation (#283) (@haakon-e)
• Resolving some test problem consistency and apparent UKI instability (#294) (@odunbar)
• Add == for schedulers (#298) (@odunbar)
• minor typo fix for docstring of get_ϕ (#302) (@wilsonduan10)
• Function parameter documentation (#304) (@odunbar)
• Fixing small error in example documentation (#309) (@eviatarbach)
• Update learning_rate_scheduler.md (#310) (@eviatarbach)
• Removing unused history field in DataMisfitController (#312) (@eviatarbach)
• Small docs updates (#315) (@odunbar)

v1.1.1

EnsembleKalmanProcesses v1.1.1

Diff since v1.1.0

Closed issues:

• Functionality to plot prior pdf (in constrained and unconstrained space) (#52)
• Converting non-flattened parameter arrays (#130)
• Small note to add to docs (#226)
• We can improve DMC consistency by controlling the termination tolerance (#290)
• Adaptive schedulers not compatible with particle failures (#292)

Merged pull requests:

• CompatHelper: bump compat for StatsBase to 0.34, (keep existing compat) (#284) (@github-actions[bot])
• Allow users to select termination time for DataMisfitController (#291) (@odunbar)
• Recommended Constructor Docs update (#293) (@odunbar)
• Schedulers no longer break when particle failures occur (#295) (@odunbar)

v1.1.0

EnsembleKalmanProcesses v1.1.0

Diff since v1.0.0

Closed issues:

• Add LearningRateSchedulers (#154)
• Gaussian Random Field parameters (#251)
• Timestepping in EKP (#253)
• Should be passing an RNG here, not just a seed (#260)
• EKP for general likelihoods? (#262)
• Remove use of covariance determinant (#271)
• License copyright text not filled out (#276)

Merged pull requests:

• Add GaussianRandomFields to ParameterDistributions (#252) (@odunbar)
• CompatHelper: add new compat entry for GaussianRandomFields at version 2, (keep existing compat) (#275) (@github-actions[bot])
• Update LICENSE (#277) (@odunbar)
• license (#278) (@odunbar)
• removing find_ekp_stepsize (#280) (@eviatarbach)
• pass RNG instead of seeds (#281) (@costachris)
• Timesteppers for EKP, from ParameterEstimocean (#285) (@odunbar)
• Fix v1.9.0 testing (#286) (@odunbar)

v1.0.0

EnsembleKalmanProcesses v1.0.0

Diff since v0.14.3

Closed issues:

• Diagnostics (#250)
• constrained_gaussian freezes (#261)
• Use cov(u,dims=2) not cov(u,u,dims=2) (#269)

Merged pull requests:

• more robust empirical covariances (#270) (@odunbar)
• Diagnostics (#272) (@eviatarbach)

v0.14.3

EnsembleKalmanProcesses v0.14.3

Diff since v0.14.2

Closed issues:

• New Docs pages request (#153)
• Implement Stochastic Update (#230)
• Transforming samples requires application to dicts (#248)
• Plotting of parameter distribution (marginals) from a simple call (#254)
• docs: Improvement to prior distributions section (#255)
• docs typos in Prior Distributions (#256)
• Base.show for EKP.jl types (#257)
• Small test bugs (#265)

Merged pull requests:

• Inflation (#233) (@costachris)
• Add dict-based transforms (#249) (@odunbar)
• Improve docs snippets in prior distributions page (#258) (@odunbar)
• implement Base.show for core types (#259) (@haakon-e)
• Quickly plot marginals for parameter distribution (#264) (@odunbar)
• Small bug fixes in tests (#266) (@odunbar)
• Update to v0.14.3 (#267) (@odunbar)

v0.14.2

EnsembleKalmanProcesses v0.14.2

Diff since v0.14.1

Merged pull requests:

• post-JOSS cleanup (#246) (@odunbar)

v0.14.1

EnsembleKalmanProcesses v0.14.1

Diff since v0.14.0

Merged pull requests:

• update bibtex and paper (#242) (@jbytecode)
• Some typo fixes, and paragraph shortening. (#243) (@ilopezgp)
• update bibtex (#244) (@jbytecode)