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

v0.4.1

What's Changed

New Features 🎉

• Fix seasonality dims, coord and params by @AlexAndorra in #559
• Allow multivariate components to share latent states by @jessegrabowski in #558
• Allow exogenous regressions in BayesianSARIMAX by @jessegrabowski in #566
• Allow exogenous regressors in BayesianVARMAX by @jessegrabowski in #567

Bugfixes 🪲

• Fix hidden state extraction where there are multiple observed states by @jessegrabowski in #548
• Fix AR labeling + core docstrings typo by @AlexAndorra in #549

Maintenance 🔧

• Add duration parameter in TimeSeasonality by @gdeleva in #509
• added sample_filter_outputs utility and accompanying simple tests by @Dekermanjian in #526
• maintenance of statespace notebooks by @Dekermanjian in #554
• Rename cycle parameters from name to params_name by @jessegrabowski in #561

New Contributors

• @gdeleva made their first contribution in #509

Full Changelog: v0.4.0...v0.4.1

v0.4.0

What's Changed

Major Changes 🛠

• Multivariate Structural Statespace Components by @jessegrabowski in #529

Bugfixes 🪲

• Respect include_transformed argument of find_MAP and fit_laplace by @jessegrabowski in #537
• Forward model argument to add_fit_to_inference_data in find_MAP by @jessegrabowski in #543

Maintenance 🔧

• fix import error due to moving progress bar functions in latest pymc by @Dekermanjian in #542

Full Changelog: v0.3.1...v0.4.0

v0.3.1

What's Changed

New Features 🎉

• Update and Refactor find_MAP and fit_laplace by @jessegrabowski in #531

Documentation 📖

• Correct prior doc method name by @williambdean in #523

Maintenance 🔧

• Add BaseEstimator mixin to LinearModel by @jessegrabowski in #519
• removed pinned version of libgcc from environment-test.yml by @Dekermanjian in #517
• Make preliz optional by @williambdean in #522
• Add lower bound on preliz version by @maresb in #527
• use deserialize in Censored.from_dict by @williambdean in #525
• Implement a minimizer for INLA by @Michal-Novomestsky in #513

Full Changelog: v0.3.0...v0.3.1

v0.3.0

What's Changed

Maintenance 🔧

• Drop Python 3.10 support by @maresb in #497
• Support marginalising through a MinibatchRandomVariable by @zaxtax in #498
• change var to variable by @williambdean in #512
• Support getattr for prior module by @williambdean in #511
• Use hermitian=True in pt.linalg.pinv in Kalman smoother by @Dekermanjian in #515
• Forecast exogenous vars bug fix by @Dekermanjian in #510

Full Changelog: v0.2.7...v0.3.0