add a release note, might be not complete but good for reminder.
## Version 0.0.22
-## Python
+### Common
+
+* Added `MultivariateGaussianProposalDistribution`. It assumes a diagonal covariance matrix.
+ * Example in Python:
+ * `MetropolisHastingsSampler(proposal_distribution='multivariate_gaussian', latents=[v1, v2], proposal_distribution_sigma=[1., np.array([[1., 2.], [3., 4.]]))`
+
+### Python
* Improved performance of getting samples by coercing them into a `Tensor` in Java (instead of iterating through an `ArrayList`).
