As discussed recently in our meetings, I started a wiki on parallelism in Stan here:
The motivating example case are hierarchical ODEs, but I am sure that other areas of Stan can benefit from the proposed approach such that I see the page as a general point of reference for this discussion around parallelism. I think we should get our head around the questions:
- Is this a good design principle which we want to introduce to the Stan language?
- Any improvements for the design?
Comments are very welcome!
Let me know if sections are not clear and need some more explanations from my end.