Releases · stan-dev/stan

Fixed a memory leak in laplace_sample. (#3324)
Dramatically reduce the memory footprint of Pathfinder when PSIS resampling is disabled. Note that this change involves changes to thread scheduling that may result in the same seed returning draws in a different order when multiple threads are used, but the unordered set of draws should be unchanged. (#3325)
Fixed a missing size check by directing all std::vector assigns through size-aware version. (#3352)
Implemented serialization and deserializtion for sum_to_zero matrix. (#3342)
Fixed stepsize adaption being completely reset when passing 0 for the size of term_buffer. (#3346)

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Added de/serialization for the stochastic_row_matrix and stochastic_column_matrix types. (#3298, #3304)
Added de/serialization for the sum_to_zero_vector type. (#3308)
Relaxed restrictions on HMC to allow running when a model has no parameters. (#3071, #3303)
Updated rvalue() functions that use multi_index to return an Eigen expression of multi indexing instead of eagerly creating a new matrix from the indices. (#3250)
Improved error messages when user-specified initializations fail. (#3291)
Fixed progress output formatting being inconsistent for the non-adaptive samplers. (#3296)
Improved parsing of Stan CSV files to allow for getting MCMC sample from fixed_param and samples with saved warmup draws and to be able to correctly get ADVI sample. (#3311)
Improved parsing of Stan CSV files when they contain nan or infinite values. (#3318)
Added a new stan::mcmc::chainset object, exposing split-Rhat, split-ESS and Monte Carlo standard error diagnostics. This replaces the chains<> object. (#3312, #3313)
Fixed a header include order issue that caused compilation with -DSTAN_MODEL_FVAR_VAR to fail for certain models. (#3294)
Removed support for adding makefile variables in ~/.config/stan/make.local. Use the make/local file in the Stan directory instead. (#3295)

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The algorithms no longer catch std::exception unconditionally. The Math library uses std::domain_error for recoverable errors, and these are the ones which are caught. (#3259)
Allow laplace sampling without evaluating log_prob for each draw. (#3261)
Allow laplace sampling to save the Hessian as a diagnostic output. (#3261)
Stan's RNG usages now uses a type definition stan::rng_t rather than hard coding a specific Boost RNG. (#3263)
Switched the pRNG used by default in the services and tests to be boost::mixmax. Note that this means seeds from previous versions will lead to different numerical results in this version. (#3264)
Add a new ranked R-hat diagnostic from Vehtari. (#3266)
Fixed an issue where Pathfinder would sometimes return more draws than requested. (#3279)

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