A few comments:
- This all looks great, I love the prototype Stan code!
- I’ll update the algebraic solver (there are several things that need to happen here…). But before doing this, I want the ODE prototype to be close to done; that way, if you find an error or revise the spec, we only need to do this one. My understanding is we’re almost there. I’m not quite sure whether variadic and closures are redundant. We can discuss and decide which one to prioritise.
- Regarding higher-order autodiff, we’ll probably want higher-order adjoint methods. Maybe we can bite the bullet if all we’re doing is a simple Laplace approximation but I’m not 100% sure about this.