Changelog and patch bump

Author: penelopeysm

HISTORY.md

@@ -2,8 +2,22 @@
 
 ## 0.39.0
 
+### Breaking changes
+
 Removed the method `returned(::Model, values, keys)`; please use `returned(::Model, ::AbstractDict{<:VarName})` instead.
 
+### Other changes
+
+#### FastLDF
+
+Added `DynamicPPL.Experimental.FastLDF`, a version of `LogDensityFunction` that provides performance improvements on the order of 2–10× for both model evaluation as well as automatic differentiation.
+Exact speedups depend on the model size: larger models have less significant speedups because the bulk of the work is done in calls to `logpdf`.
+
+Please note that `FastLDF` is currently considered internal and its API may change without warning.
+We intend to replace `LogDensityFunction` with `FastLDF` in a release in the near future, but until then we recommend not using it.
+
+For more information about `FastLDF`, please see https://github.com/TuringLang/DynamicPPL.jl/pull/1113 as well as the `src/fasteval.jl` file, which contains extensive comments.
+
 ## 0.38.9
 
 Remove warning when using Enzyme as the AD backend.