[Diff since v0.15.8](TuringLang/Turing.jl@v0.15.8...v0.15.9)

**Closed issues:**
- Generalised compositional sampling interface (TuringLang#139)
- Merge SMC and PG? (TuringLang#222)
- Replace consume and Tasks with Julia iterator (TuringLang#1233)
- Integration Testing (TuringLang#645)
- Numerical/convergence problems with some models (TuringLang#840)
- Add a news section to landing page (TuringLang#929)
- Long load times (TuringLang#934)
- Loading saved Chain object fails (TuringLang#1091)
- Build a doc page for sub libraries (e.g. Bijectors, AdvancedHMC) (TuringLang#1101)
- Zygote AD doesn't work (TuringLang#1207)
- Flux compatibility (TuringLang#1355)
- Question: Encountering Error when installing (TuringLang#1466)
- Core dump upon printing or describing chain in Ubuntu (TuringLang#1507)
- Strange behavior for transformed data.  (TuringLang#1508)
- unexpected number of latent variables in GM tutorial example (TuringLang#1514)
- Julia 1.6 Error: Module IR does not contain specified entry function (TuringLang#1519)
- `MethodError: no method matching (::BallTreeDensity)(::Array{ForwardDiff.Dual....` when trying to use a KernelDensityEstimate BallTreeDensity as prior (TuringLang#1521)
- Regression model fails on Julia 1.6 beta1 (TuringLang#1525)
- ERROR: cannot assign a value to variable MCMCChains.chains (TuringLang#1529)
- Tests on master fail (TuringLang#1530)
- addlogprob not working when sampling from prior (TuringLang#1533)

**Merged pull requests:**
- Separate Gibbs handling (TuringLang#1500) (@devmotion)
- Update variational_inference.md (TuringLang#1506) (@pitmonticone)
- CompatHelper: bump compat for "FiniteDifferences" to "0.12" for package test (TuringLang#1520) (@github-actions[bot])
- minor fix of formatting & typo (TuringLang#1522) (@jan-glx)
- Fix dev docs for VarName (TuringLang#1527) (@phipsgabler)

[Diff since v0.15.7](TuringLang/Turing.jl@v0.15.7...v0.15.8)

**Merged pull requests:**
- Update SGHMC and SGLD (TuringLang#1502) (@devmotion)

[Diff since v0.15.6](TuringLang/Turing.jl@v0.15.6...v0.15.7)

**Closed issues:**
- Debug statements etc (TuringLang#526)
- Expanding samples following the features dimensions (TuringLang#1498)

**Merged pull requests:**
- Remove some `@debug` statements (TuringLang#1499) (@devmotion)

[Diff since v0.15.5](TuringLang/Turing.jl@v0.15.5...v0.15.6)

**Closed issues:**
- `pdf` for `ChineseRestaurantProcess` gives a stack overflow (TuringLang#1397)
- Question: error "turnprogress not defined" and "no method matching _setadbackend(::Val{:reverse_diff})" (TuringLang#1495)

**Merged pull requests:**
- CompatHelper: bump compat for "Zygote" to "0.6" for package test (TuringLang#1496) (@github-actions[bot])
- Use iteration interface of DynamicHMC (TuringLang#1497) (@devmotion)

[Diff since v0.15.4](TuringLang/Turing.jl@v0.15.4...v0.15.5)

**Closed issues:**
- Latest release does not compile (TuringLang#1491)

**Merged pull requests:**
- Update EllipticalSliceSampling (TuringLang#1492) (@devmotion)

[Diff since v0.15.3](TuringLang/Turing.jl@v0.15.3...v0.15.4)

**Merged pull requests:**
- Update SpecialFunctions (TuringLang#1490) (@devmotion)

[Diff since v0.15.2](TuringLang/Turing.jl@v0.15.2...v0.15.3)

**Closed issues:**
- Error when running example on missing values (TuringLang#1464)

**Merged pull requests:**
- Twin PR to DPPL 191 (TuringLang#1465) (@mohamed82008)

[Diff since v0.15.1](TuringLang/Turing.jl@v0.15.1...v0.15.2)

**Closed issues:**
- Question: @addlogprob! (TuringLang#1486)

**Merged pull requests:**
- Add AdvancedPS (TuringLang#1482) (@devmotion)
- Remove non-Turing specific AD tests (TuringLang#1487) (@devmotion)

[Diff since v0.15.0](TuringLang/Turing.jl@v0.15.0...v0.15.1)

**Closed issues:**
- Make it easier to sample from posterior predictive (TuringLang#1475)
- Error precompiling Turing (TuringLang#1479)

**Merged pull requests:**
- Update members.yml (TuringLang#1476) (@trappmartin)
- Update badges (TuringLang#1477) (@devmotion)
- Add support for Distributions 0.24 (TuringLang#1485) (@devmotion)

[Diff since v0.14.12](TuringLang/Turing.jl@v0.14.12...v0.15.0)

**Closed issues:**
- Observing derived values via Turing.@addlogprob! are only handled by MH, not by IS, PG and SMC (TuringLang#1467)
- observe function / @observe macro?  (TuringLang#1471)

**Merged pull requests:**
- Update to AbstractMCMC 2 (TuringLang#1428) (@devmotion)
- Fix random test errors (TuringLang#1469) (@devmotion)
- Replace Travis with Github Action (TuringLang#1470) (@devmotion)