# 🚀 Release pymc-extras v0.15.0

**URL:** <https://discourse.pymc.io/t/release-pymc-extras-v0-15-0/17932>\
**Category:** News\
**Created:** [September 11, 2026, 12:52pm UTC](https://discourse.pymc.io/t/release-pymc-extras-v0-15-0/17932 "2026-09-11T12:52:43Z")\
**Posts on this page:** 1\
**Page:** 1

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**Author:** ![pymc-bot](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/pymc-bot/32/9384_2.png) [@pymc-bot](https://discourse.pymc.io/u/pymc-bot)\
**Post date:** [September 11, 2026, 12:52pm UTC](https://discourse.pymc.io/t/release-pymc-extras-v0-15-0/17932/1 "2026-09-11T12:52:43Z")

</div>

A new release of **pymc-extras** is now available!

## 📦 Release Information

- **Version:** `v0.15.0`
- **Repository:** [pymc-devs/pymc-extras](https://github.com/pymc-devs/pymc-extras)
- **Release Page:** [Release v0.15.0 · pymc-devs/pymc-extras · GitHub](https://github.com/pymc-devs/pymc-extras/releases/tag/v0.15.0)
- Note: It may take some time for the release to appear on PyPI and conda-forge.

## 📋 Release Notes

## What’s Changed

### Major Changes 🛠

- Deprecate observed=None on Prior.create\_likelihood\_variable by [@anevolbap](https://github.com/anevolbap) in [#732](https://github.com/pymc-devs/pymc-extras/pull/732)
- Untangle PytensorRepresentation and assign matrices whole by [@jessegrabowski](https://github.com/jessegrabowski) in [#738](https://github.com/pymc-devs/pymc-extras/pull/738)
- Take fit state off the statespace model and make rebuilds work by [@jessegrabowski](https://github.com/jessegrabowski) in [#741](https://github.com/pymc-devs/pymc-extras/pull/741)

### New Features 🎉

- Add ConvergentFilter by [@jessegrabowski](https://github.com/jessegrabowski) in [#676](https://github.com/pymc-devs/pymc-extras/pull/676)
- Stop sharing mutable Kalman filters between graph builds by [@jessegrabowski](https://github.com/jessegrabowski) in [#735](https://github.com/pymc-devs/pymc-extras/pull/735)
- New ADVI API by [@jessegrabowski](https://github.com/jessegrabowski) in [#635](https://github.com/pymc-devs/pymc-extras/pull/635)
- Fix orthogonalized impulse response functions by [@jessegrabowski](https://github.com/jessegrabowski) in [#746](https://github.com/pymc-devs/pymc-extras/pull/746)
- Evaluate stationary VAR likelihoods without a Kalman filter by [@jessegrabowski](https://github.com/jessegrabowski) in [#766](https://github.com/pymc-devs/pymc-extras/pull/766)
- Smooth with a Durbin-Koopman disturbance smoother by default by [@jessegrabowski](https://github.com/jessegrabowski) in [#767](https://github.com/pymc-devs/pymc-extras/pull/767)
- Add a deterministic trend to BayesianVARMAX and BayesianSARIMAX by [@jessegrabowski](https://github.com/jessegrabowski) in [#771](https://github.com/pymc-devs/pymc-extras/pull/771)
- Fold the simulation smoother’s two smoother passes into one by [@jessegrabowski](https://github.com/jessegrabowski) in [#769](https://github.com/pymc-devs/pymc-extras/pull/769)

### Bugfixes 🪲

- Fix sample\_statespace\_matrices and give it tests by [@jessegrabowski](https://github.com/jessegrabowski) in [#734](https://github.com/pymc-devs/pymc-extras/pull/734)
- Fix AttributeError raised when a placeholder is registered twice by [@jessegrabowski](https://github.com/jessegrabowski) in [#742](https://github.com/pymc-devs/pymc-extras/pull/742)
- Fix three cases where ADVI silently ignored the caller by [@jessegrabowski](https://github.com/jessegrabowski) in [#753](https://github.com/pymc-devs/pymc-extras/pull/753)
- Fix use\_data\_time\_dim in unconditional sampling by [@jessegrabowski](https://github.com/jessegrabowski) in [#747](https://github.com/pymc-devs/pymc-extras/pull/747)
- Fix end and start argument handling in forecast by [@jessegrabowski](https://github.com/jessegrabowski) in [#748](https://github.com/pymc-devs/pymc-extras/pull/748)
- Warn when n\_steps conflicts with the shock trajectory length by [@jessegrabowski](https://github.com/jessegrabowski) in [#749](https://github.com/pymc-devs/pymc-extras/pull/749)
- Fix the normalizing constant in the Kalman filter log-likelihood by [@jessegrabowski](https://github.com/jessegrabowski) in [#759](https://github.com/pymc-devs/pymc-extras/pull/759)
- Fix SquareRootFilter treating P0 as a Cholesky factor by [@jessegrabowski](https://github.com/jessegrabowski) in [#768](https://github.com/pymc-devs/pymc-extras/pull/768)

### Maintenance 🔧

- Support marginalizing DiscreteUniform with batch endpoints and Categorical with symbolic sized P by [@ricardoV94](https://github.com/ricardoV94) in [#724](https://github.com/pymc-devs/pymc-extras/pull/724)
- Streaming variational inference: out-of-core DataLoader for minibatch ADVI by [@YichengYang-Ethan](https://github.com/YichengYang-Ethan) in [#698](https://github.com/pymc-devs/pymc-extras/pull/698)
- Add Simulation Smoother by [@jessegrabowski](https://github.com/jessegrabowski) in [#680](https://github.com/pymc-devs/pymc-extras/pull/680)
- Split `statespace.py` post-estimation logic into topical modules by [@jessegrabowski](https://github.com/jessegrabowski) in [#727](https://github.com/pymc-devs/pymc-extras/pull/727)
- Clean up dead statespace attributes and fix Representation copy aliasing by [@jessegrabowski](https://github.com/jessegrabowski) in [#729](https://github.com/pymc-devs/pymc-extras/pull/729)
- Build post-estimation graphs with the fit’s filter settings by [@jessegrabowski](https://github.com/jessegrabowski) in [#728](https://github.com/pymc-devs/pymc-extras/pull/728)
- Deprecate save\_kalman\_filter\_outputs\_in\_idata and always register data by [@jessegrabowski](https://github.com/jessegrabowski) in [#691](https://github.com/pymc-devs/pymc-extras/pull/691)
- Fix DFM state metadata and error covariance construction by [@jessegrabowski](https://github.com/jessegrabowski) in [#730](https://github.com/pymc-devs/pymc-extras/pull/730)
- Build the shared-states design matrix explicitly by [@jessegrabowski](https://github.com/jessegrabowski) in [#737](https://github.com/pymc-devs/pymc-extras/pull/737)
- Return substituted statespace matrices instead of storing them by [@jessegrabowski](https://github.com/jessegrabowski) in [#740](https://github.com/pymc-devs/pymc-extras/pull/740)
- Reworking Minibatching for ADVI by [@zaxtax](https://github.com/zaxtax) in [#713](https://github.com/pymc-devs/pymc-extras/pull/713)
- Shape logp placeholders per variable and assert output sets exactly by [@jessegrabowski](https://github.com/jessegrabowski) in [#750](https://github.com/pymc-devs/pymc-extras/pull/750)
- [FIX] Fix multivariate SquareRootFilter log-likelihood. Targets #744 by [@4nmus](https://github.com/4nmus) in [#757](https://github.com/pymc-devs/pymc-extras/pull/757)

## New Contributors

- [@YichengYang-Ethan](https://github.com/YichengYang-Ethan) made their first contribution in [#698](https://github.com/pymc-devs/pymc-extras/pull/698)
- [@4nmus](https://github.com/4nmus) made their first contribution in [#757](https://github.com/pymc-devs/pymc-extras/pull/757)

**Full Changelog** : [Comparing v0.14.0...v0.15.0 · pymc-devs/pymc-extras · GitHub](https://github.com/pymc-devs/pymc-extras/compare/v0.14.0...v0.15.0)

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_This post was automatically generated from the GitHub release._