TuringLang/Turing.jl: v0.22.0

Turing v0.22.0 Diff since v0.21.13 Closed issues: [BNP] Bayesian Nonparametrics project (#370) [BNP] Q-class (#374) [MH] change of variable (#376) [Traces]: add a member field to Trace to mark reference particle (#396) More robust mechanism for mapping model variables to samplers (#397) Particle Gibbs does not return log probability (#643) Improvement of sampler descriptions. (wip) (#699) Test for RandomMeasures fail (#973) Update benchmarks on wiki (#1006) Sanity check is missing for space of Gibbs sampler and model parameter space (#1012) Handle gradient = nothing case when doing reverse diff with Zygote (#1081) Failure when dimension changes (#1115) Simple benchmarking for Tracker, ReverseDiff, and Zygote (#1140) initial parameters / NUTS step size (#1314) Integrating out variables via Laplace approximation (or other methods) (#1382) Add instructions to check the gradient function (#1383) Precompilation fails while using ReverseDiff backend (#1400) RFC: Sampler-specific AD settings instead of global AD settings (#1402) rdcache not cleared while using MLE,MAP estimation (#1418) Coeftable throws error on mle and map estimates (#1447) GibbsConditionals: proper variable subsumption (#1452) Wrong interpolation symbol? (#1551) Sampler initialization (init_params) (#1563) Some tests for MH fail for certain random seeds (#1587) The chains do not converge to the same posterior (#1593) Numerical error messages: real problem or just terminal noise? (#1621) Feature request: Add LKJCholesky (#1629) Sometimes this error is thrown: Cannot convert an object of type Geometric{Float64} to an object of type Dirac{Float64} (#1669) Improper (?) chains resuming (#1697) AbstractMCMC.step with different model at each step (#1699) Stein Thinning (#1704) Question: looks like the order of variables are inconsistent (#1712) Bijector error with VI and arraydist/filldist (#1717) Easy way to get gradient evaluation timing (#1721) Automatic lazy broadcasting/optimization for arrays of distributions (#1723) Invalid test case for Gibbs? (#1725) Refactoring Glue Code (#1735) Way to Declare Data (#1736) Improve usage and support for immutable AbstractVarInfo (#1752) Batch size reduced to zero when doing inference on ODEs (#1760) Massive test time regressions (#1774) Broken doctests (#1796) there is an erro in Variational inference (VI) of the Tutorials (#1820) Concrete terse structs (#1830) Question: Which package is the MCMCserial() part of? been working through the notebook and have had problems with it not being defined hence that part of the notebook does not run (#1842) Custom distribution sampling does not perform well (#1859) Proposal: Interest in faster logpdf for BernoulliLogit (logistic regression) (#1890) Merged pull requests: Compatibility with new DPPL version (#1900) (@torfjelde) CompatHelper: bump compat for Setfield to 1, (keep existing compat) (#1906) (@github-actions[bot]) Bump minor version (#1909) (@torfjelde