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Turing.jl Integration #134

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bf6022e
Implement PGAS with NUTS
THargreaves Feb 12, 2026
436ac64
Implement CSMC loop
THargreaves Feb 16, 2026
fe9c83c
Add ESS benchmarks to RB-PGAS test
THargreaves Feb 16, 2026
d51a0b0
Refactor backward simulation for new CSMC interface
THargreaves Feb 16, 2026
e78a30e
Correct Kalman gradients for H and c
THargreaves Feb 17, 2026
82682b2
Implement ChainRules and LogDensityProblems interface for SSM
THargreaves Feb 17, 2026
d82d212
Implement particle Gibbs
THargreaves Feb 17, 2026
9a6fb7d
Refactor augemented LGSSM code
THargreaves Feb 17, 2026
04d52b0
Implement Turing integration
THargreaves Feb 17, 2026
518ff99
Remove prototype/legacy code
THargreaves Feb 17, 2026
e01b0d5
Refactor PG to use arbitrary param sampler, update AHMC/AMH compat bo…
THargreaves Feb 19, 2026
1f64c8d
Unified duplicate elements of code-base, generalised for other analyt…
THargreaves Feb 19, 2026
f4bddfc
Correct CSMC-AS loglik output and add unit test
THargreaves Feb 19, 2026
a74471e
Refactor duplicate code
THargreaves Feb 19, 2026
98afb47
Formatting
THargreaves Feb 23, 2026
aa98556
Add example script
THargreaves Feb 23, 2026
f245460
Improve type stability
THargreaves Feb 23, 2026
100ac33
Fix formatting
THargreaves Feb 24, 2026
5a86410
Merge branch 'main' into th/pgas-nuts
THargreaves Feb 25, 2026
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28 changes: 26 additions & 2 deletions GeneralisedFilters/Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -4,39 +4,63 @@ version = "0.4.2"
authors = ["THargreaves <tim.hargreaves@icloud.com>", "Charles Knipp <charlesknipp98@gmail.com>", "FredericWantiez <frederic.wantiez@gmail.com>", "Hong Ge <hg344@cam.ac.uk>"]

[deps]
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
AcceleratedKernels = "6a4ca0a5-0e36-4168-a932-d9be78d558f1"
Bijectors = "76274a88-744f-5084-9051-94815aaf08c4"
CUDA = "052768ef-5323-5732-b1bb-66c8b64840ba"
ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
DynamicPPL = "366bfd00-2699-11ea-058f-f148b4cae6d8"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LogDensityProblems = "6fdf6af0-433a-55f7-b3ed-c6c6e0b8df7c"
LogDensityProblemsAD = "996a588d-648d-4e1f-a8f0-a84b347e47b1"
LogExpFunctions = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
MCMCChains = "c7f686f2-ff18-58e9-bc7b-31028e88f75d"
OffsetArrays = "6fe1bfb0-de20-5000-8ca7-80f57d26f881"
PDMats = "90014a1f-27ba-587c-ab20-58faa44d9150"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
SSMProblems = "26aad666-b158-4e64-9d35-0e672562fa48"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
Turing = "fce5fe82-541a-59a6-adf8-730c64b5f9a0"
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@penelopeysm penelopeysm Feb 20, 2026

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This is a really heavy dep. Have you considered putting it in an extension?

Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
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@penelopeysm penelopeysm Feb 20, 2026

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I didn't look super duper carefully, but is there a reason Zygote and ForwardDiff need to be deps? Ideally ADTypes should be the only AD-related dependency.


[compat]
AbstractMCMC = "5"
ADTypes = "1.21.0"
AbstractMCMC = "5.9.0"
AcceleratedKernels = "0.3, 0.4"
AdvancedHMC = "0.8.3"
AdvancedMH = "0.8.9"
Aqua = "0.8"
Bijectors = "0.15.16"
CUDA = "5"
ChainRulesCore = "1.26.0"
DataStructures = "0.18.20, 0.19"
Distributions = "0.25"
DynamicPPL = "0.39.13"
ForwardDiff = "1.3.2"
LogDensityProblems = "2.2.0"
LogDensityProblemsAD = "1.13.1"
LogExpFunctions = "0.3"
MCMCChains = "7.7.0"
OffsetArrays = "1.14.1"
PDMats = "0.11.35"
SSMProblems = "0.6"
StaticArrays = "1.9.17"
Statistics = "1"
StatsBase = "0.34.3"
Test = "1"
Turing = "0.42.6"
Zygote = "0.7.10"
julia = "1.10"

[extras]
AdvancedHMC = "0bf59076-c3b1-5ca4-86bd-e02cd72cde3d"
AdvancedMH = "5b7e9947-ddc0-4b3f-9b55-0d8042f74170"
Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"
FiniteDifferences = "26cc04aa-876d-5657-8c51-4c34ba976000"
JET = "c3a54625-cd67-489e-a8e7-0a5a0ff4e31b"
Expand All @@ -47,4 +71,4 @@ TestItemRunner = "f8b46487-2199-4994-9208-9a1283c18c0a"
TestItems = "1c621080-faea-4a02-84b6-bbd5e436b8fe"

[targets]
test = ["Aqua", "FiniteDifferences", "PDMats", "StableRNGs", "Test", "TestItemRunner", "TestItems", "JET"]
test = ["AdvancedHMC", "AdvancedMH", "Aqua", "FiniteDifferences", "PDMats", "StableRNGs", "Test", "TestItemRunner", "TestItems", "JET"]
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