NEWS.md

In RZigZag: Zig-Zag Sampler

RZigZag 0.2.0

• general refactoring which is unfortunately not downwards compatible
• R helper functions to obtain ESS and samples from skeleton
• transposed dataX matrix in logistic regression: now the different rows of dataX represent different observations
• allow user to provide starting direction and custom reference points for control variates (ZigZagLogistic)
• BPS and Zig-Zag routinesStudent distributions

RZigZag 0.1.6

• Allows for fixed time horizon (in additional to fixed number of iterations)
• Preprocessing of input to logistic regression disabled. Adding intercept to design matrix and possible recentering is up to user.

RZigZag 0.1.5

• Implements Bouncy Particle Sampler for Gaussian target
• Allows to specify starting value for ZigZagGaussian

RZigZag 0.1.4

• Changed from n_epochs argument to n_iter, representing number of iterations, as this is more flexible. This update is not downwards compatible, but if you want to run ZigZagLogistic when subsampling (with or without control variates) with n_epochs gradient evaluations, simply pick n_iter = n_epochs * (number of observations).
• Resolved ambiguities in overloaded functions which previously resulted in a compile error on Solaris.

RZigZag 0.1.3

• Corrected arXiv reference

RZigZag 0.1.1

• This is the first version, which introduces the R functions ZigZagLogistic and ZigZagGaussian.

RZigZag documentation built on July 20, 2019, 9:03 a.m.