v0.5.1

EnsembleKalmanProcesses v0.5.1

Diff since v0.5.0

Closed issues:

• UKI does not allow for positive semidefinite covariances (#126)

Merged pull requests:

• update cholesky in UKI (#125) (@Zhengyu-Huang)

v0.5.0

EnsembleKalmanProcesses v0.5.0

Diff since v0.4.0

Closed issues:

• Sparse operations in SparseInversion occur after updating the ekp object. (#113)

Merged pull requests:

• Address issue #113 (#119) (@jinlong83)
• Homogenize update_ensemble! kwargs. (#123) (@ilopezgp)

v0.4.0

EnsembleKalmanProcesses v0.4.0

Diff since v0.3.0

Closed issues:

• DataContainers only stores a deep copy of the data when !data_are_columns (#114)

Merged pull requests:

• CompatHelper: bump compat for SCS to 1, (keep existing compat) (#111) (@github-actions[bot])
• Add failsafe EKI with sample_succ_gauss handler. (#112) (@ilopezgp)
• Add deepcopy to setting data (#116) (@odunbar)
• Adds SampleSuccGauss FailureHandler for UKI (#118) (@ilopezgp)
• Bump version to v0.4. (#120) (@ilopezgp)

v0.3.0

EnsembleKalmanProcesses v0.3.0

Diff since v0.2.1

Closed issues:

• Move \Delta tto be stored as a "Process" variable (#16)
• Random error in SparseEKI docs (#107)

Merged pull requests:

• Update Tests.yml (#102) (@jakebolewski)
• Bump patch version to 0.2.1 (#106) (@ilopezgp)
• Fix Sparse EKI docs example (#108) (@ilopezgp)
• Add continuous UKI dynamics discretization. (#109) (@ilopezgp)

v0.2.1

Merge #106

106: Bump patch version to 0.2.1 r=ilopezgp a=ilopezgp



Co-authored-by: ilopezgp <ilopezgp@gmail.com>

v0.2.0

EnsembleKalmanProcesses v0.2.0

Diff since v0.1.2

Closed issues:

• Module and module file names are inconsistent (#6)
• Using EKP with deterministic and non-deterministic models (#23)
• Ensemble Kalman Sampler in docs doesn't match the implementation (#50)
• Random seeds (#55)
• Should we be building the Docs with Julia v1.6.4? (#79)
• Standardize UKI constructor to be consistent with EKS, document kwargs (#84)
• nightly causing test fails (#89)
• Simplify interface (#92)
• Covariance matrix obs_noise_cov is restricted to Array{FT, 2} (#99)

Merged pull requests:

• EKS docs update. (#69) (@agarbuno)
• [WIP] Add implementation of sparse EKI (#70) (@jinlong83)
• modified EKI/EKS runtest (#73) (@odunbar)
• Update GitHub Actions workflows to use Julia 1.6.4 (#85) (@navidcy)
• Standardize UKI constructor to be consistent with EKS, document kwargs (#86) (@Zhengyu-Huang)
• CompatHelper: add new compat entry for Convex at version 0.14, (keep existing compat) (#87) (@github-actions[bot])
• CompatHelper: add new compat entry for SCS at version 0.8, (keep existing compat) (#88) (@github-actions[bot])
• remove nightly from test pipeline (#90) (@odunbar)
• Allow quadrature of scalar metrics in UKI, vectorize mean quadrature. (#91) (@ilopezgp)
• Udpdate module names to new convention. (#93) (@ilopezgp)
• Update julia tests to 1.7 (#94) (@ilopezgp)
• Pass explicit RNG object to methods involving stochasticity (#95) (@tsj5)
• Extending functions from packges (#98) (@odunbar)
• Substitute types by abstractions. (#100) (@ilopezgp)

v0.1.2

EnsembleKalmanProcesses v0.1.2

Diff since v0.1.1

Closed issues:

• Consistency with TC.jl (#53)
• I'm worried that we don't do enough copies. (#71)
• Slightly clearer error message for incorrect ensemble sizes (#76)

Merged pull requests:

• Surf/activation example with very different name (#54) (@trontrytel)
• Generalize deps compat requirements (#63) (@navidcy)
• Fix typos and code formatting in Docs (#64) (@navidcy)
• Better code format in docstrings to allow better rendering in Docs/API (#65) (@navidcy)
• Create GitHub action that cleans up the Docs preview versions from PRs (#66) (@navidcy)
• Fix links to examples in Docs/UKI (#67) (@navidcy)
• Docs/Prior Distributions section enhancements (#68) (@navidcy)
• added a copy (#72) (@odunbar)
• Better formatting for some docstrings (#74) (@navidcy)
• Decouple initial conditions in UKI from prior for regularization. (#77) (@ilopezgp)
• More informative error message in update_ensemble! (#80) (@navidcy)

v0.1.1

EnsembleKalmanProcesses v0.1.1

Diff since v0.1.0

• Bumps the compatible versions of a lot of dependencies.
• Adds parameter transformer for additional data structures (#57).
• Formats the code base following CliMA formatting guidelines.
• Cleans up some UKI constructors (#60).

Closed issues:

• DocumenterFlavor not defined (#43)
• Visualization of priors in Docs (#44)
• Clarify notation and units in Ensemble Kalman Inversion documentation? (#46)
• Ensemble Kalman Inversion documentation points to a docs/preview url (#48)

Merged pull requests:

• Update installation instructions (#40) (@navidcy)
• Literate loss_minimization.jl example (#41) (@navidcy)
• initial gifs for priors (#45) (@odunbar)
• Clarifies notation and units in Ensemble Kalman Inversion documentation (#47) (@navidcy)
• Convert link in Ensemble Kalman Inversion documentation to relative url (#49) (@navidcy)
• unpin Distributions version (#56) (@costachris)
• Add parameter transformers for additional structures. (#57) (@ilopezgp)
• Add CompatHelper workflow. (#58) (@ilopezgp)
• CompatHelper: bump compat for Distributions to 0.25, (keep existing compat) (#59) (@github-actions[bot])
• Remove unnecessary calls and inputs in UKI. (#60) (@ilopezgp)

v0.1.0

EnsembleKalmanProcesses v0.1.0

Closed issues:

• Create package based on CES.jl structure (#1)
• This is impossible to satisfy (#34)

Merged pull requests:

• Project scaffold (#2) (@jakebolewski)
• Initial move of source files and runtests from CalibrateEmulateSample (#3) (@odunbar)
• examples from CES, Calibration stage only (#4) (@odunbar)
• add codecov steps (#5) (@jakebolewski)
• Add ClimateMachine example (#7) (@ilopezgp)
• Unscented Kalman Inversion (#8) (@Zhengyu-Huang)
• add doc build (#9) (@jakebolewski)
• update coverage generation, use codecovs own action (#10) (@jakebolewski)
• master -> main (#11) (@jakebolewski)
• update readme, add docs links (#12) (@jakebolewski)
• [WIP] Documentation (#17) (@odunbar)
• Adjust codecov to not fail when coverage drops < 10% (#20) (@jakebolewski)
• EKI documentation (#21) (@ilopezgp)
• [WIP] Add documentation for ensemble Kalman sampler (#22) (@bielim)
• Add documentation for unscented Kalman inversion (#25) (@Zhengyu-Huang)
• Fix section title (#26) (@bielim)
• Fix EKI update, ensure consistency for stochastic models. (#27) (@ilopezgp)
• [WIP] Add documentation for Cloudy example (#28) (@bielim)
• Fix get_mean() for PDs, fix installation docs (#29) (@ilopezgp)
• Simplify EKI update, correct dims error in nondeterministic settings (#30) (@ilopezgp)
• Add documentation for Lorenz 96 example (#31) (@mhowlan3)
• Add ClimateMachine example documentation (#32) (@ilopezgp)
• fix: no constraint error message (#33) (@haakon-e)
• removed unsatisfiable assert, stopped overwriting of obs_noise_cov (#35) (@odunbar)
• reorganizing (#36) (@odunbar)

v0.1.0

Merge #37

37: changes for release0pt1 r=odunbar a=odunbar



Co-authored-by: odunbar <odunbar@caltech.edu>