That’s fantastic, thank you! There’s actually an ongoing discussion within @SGB on how we can regularly update our roadmap like what Rust has been doing, to help planning and bringing in new contributors. While this effort is underway, things that come to my mind that might interest you include
- A friendly user guidance on how to select ODE solvers and control parameters, e.g. here and here, @bbbales2 will love this.
- Auto-selecting ODE integrators and stiffness/non-stiffness detection.
- delay-differential equations.
- As to cross-chain warmup aka campfire, currently there’s an experimental MPI implementation in Torsten, a Stan fork for pharmacometrics applications. To bring it into Stan, there needs to be
- more benchmark,
- refactoring Stan’s MPI infrastructure (or a multithreading implementation based on @wds15 's work on TBB)
- refactoring the HMC sampler
- or generally anything mentioned in this thread
I myself don’t know much of R either, and only slightly better in that regard on c++. Fortunately those things are frequently consulted on this forum and our community has been very helpful.
EDIT: forgot to mention that this issue could be a good entry to Stan Math underworld.