From 0e43a0806ad42e8fdd090c288d41e2ade2bff68c Mon Sep 17 00:00:00 2001
From: Penelope Yong <penelopeysm@gmail.com>
Date: Thu, 2 Oct 2025 13:55:40 +0100
Subject: [PATCH 1/4] pass initial_state through for NUTS sampling

---
 src/mcmc/hmc.jl | 1 +
 1 file changed, 1 insertion(+)

diff --git a/src/mcmc/hmc.jl b/src/mcmc/hmc.jl
index 6ff975d4d..d776a68a8 100644
--- a/src/mcmc/hmc.jl
+++ b/src/mcmc/hmc.jl
@@ -120,6 +120,7 @@ function AbstractMCMC.sample(
             sampler,
             N;
             chain_type=chain_type,
+            initial_state=initial_state,
             progress=progress,
             nadapts=_nadapts,
             discard_initial=_discard_initial,

From 08abb079b49dbcaf0af59f9f50d943fe42c3805b Mon Sep 17 00:00:00 2001
From: Penelope Yong <penelopeysm@gmail.com>
Date: Thu, 2 Oct 2025 14:11:12 +0100
Subject: [PATCH 2/4] Add a test

---
 test/mcmc/hmc.jl | 10 ++++++++++
 1 file changed, 10 insertions(+)

diff --git a/test/mcmc/hmc.jl b/test/mcmc/hmc.jl
index 428c193ca..893bab113 100644
--- a/test/mcmc/hmc.jl
+++ b/test/mcmc/hmc.jl
@@ -197,6 +197,16 @@ using Turing
         @test_throws ErrorException sample(demo_impossible(), NUTS(), 5)
     end
 
+    @testset "NUTS initial parameters" begin
+        @model function f()
+            x ~ Normal()
+            return 10 ~ Normal(x)
+        end
+        chn1 = sample(StableRNG(468), f(), NUTS(), 100; save_state=true)
+        chn2 = sample(StableRNG(468), f(), NUTS(), 10; initial_state=chn1.info.samplerstate)
+        @test isapprox(chn1[:x], 5.0; atol=2.0)
+    end
+
     @testset "(partially) issue: #2095" begin
         @model function vector_of_dirichlet((::Type{TV})=Vector{Float64}) where {TV}
             xs = Vector{TV}(undef, 2)

From 58fdc729ffa0a2f8b46ec89e3236494fe8731677 Mon Sep 17 00:00:00 2001
From: Penelope Yong <penelopeysm@gmail.com>
Date: Thu, 2 Oct 2025 14:14:03 +0100
Subject: [PATCH 3/4] add test

---
 test/mcmc/hmc.jl | 15 +++++++++++++--
 1 file changed, 13 insertions(+), 2 deletions(-)

diff --git a/test/mcmc/hmc.jl b/test/mcmc/hmc.jl
index 893bab113..5f811b31d 100644
--- a/test/mcmc/hmc.jl
+++ b/test/mcmc/hmc.jl
@@ -203,8 +203,19 @@ using Turing
             return 10 ~ Normal(x)
         end
         chn1 = sample(StableRNG(468), f(), NUTS(), 100; save_state=true)
-        chn2 = sample(StableRNG(468), f(), NUTS(), 10; initial_state=chn1.info.samplerstate)
-        @test isapprox(chn1[:x], 5.0; atol=2.0)
+        # chn1 should end up around x = 5.
+        chn2 = sample(
+            StableRNG(468),
+            f(),
+            NUTS(),
+            10;
+            nadapts=0,
+            discard_adapt=false,
+            initial_state=chn1.info.samplerstate,
+        )
+        # if chn2 uses initial_state, its first sample should be somewhere around 5. if
+        # initial_state isn't used, it will be sampled from [-2, 2] so this test should fail
+        @test isapprox(chn2[:x][1], 5.0; atol=2.0)
     end
 
     @testset "(partially) issue: #2095" begin

From 8935940e5bd4b5de4aeacc84862ce9c6f91e34ff Mon Sep 17 00:00:00 2001
From: Penelope Yong <penelopeysm@gmail.com>
Date: Thu, 2 Oct 2025 14:15:10 +0100
Subject: [PATCH 4/4] bump patch

---
 HISTORY.md   | 4 ++++
 Project.toml | 2 +-
 2 files changed, 5 insertions(+), 1 deletion(-)

diff --git a/HISTORY.md b/HISTORY.md
index 2cdd2a644..8be2f43a6 100644
--- a/HISTORY.md
+++ b/HISTORY.md
@@ -1,3 +1,7 @@
+# 0.40.4
+
+Fixes a bug where `initial_state` was not respected for NUTS if `resume_from` was not also specified.
+
 # 0.40.3
 
 This patch makes the `resume_from` keyword argument work correctly when sampling multiple chains.
diff --git a/Project.toml b/Project.toml
index e047098f9..3939acc92 100644
--- a/Project.toml
+++ b/Project.toml
@@ -1,6 +1,6 @@
 name = "Turing"
 uuid = "fce5fe82-541a-59a6-adf8-730c64b5f9a0"
-version = "0.40.3"
+version = "0.40.4"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"