Can I dig this up to ask @yizhang and @bbbales2 what kind of speedup (wall time till sampling starts) and efficiency gains (total #leapfrog steps during warmup) one can expect from this? Mainly for ODE models, but also for other models? I’d say only difficult models are interesting, ie models where warmup can take quite some time.
Edit: I guess it would be easiest to just try it myself. However, apparently I need a more recent version of stanc/math than included in the linked repo. I guess @stevebronder and @wds15 are actively working on the above algorithm? What’s the best way to get your working copy, and is it the same algorithm as proposed/evaluated in this thread?