Inspired by @charlesm93 's recent talk on fitting ODE models in Stan (see e.g. Bayesian Model of Planetary Motion: exploring ideas for a modeling workflow when dealing with ordinary differential equations and multimodality | planetary_motion.utf8 ), I was wondering whether there exists a collation of…

How can I help? As in what is the best way to start? Don’t know R, know Python, used to know C++11, AD and HPC, know slightly more about ODEs and integrators than about HMC, about which I know very little. Read of this campfire thing you guys were working on? That and ODEs would interest me.

[image] Funko_Unko: How can I help? As in what is the best way to start? 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 effo…

[image] Funko_Unko: That and ODEs would interest me. Another thing, helping out with the adjoint ode solvers stuff would be good: https://github.com/stan-dev/math/pull/1905 The place to start is reading and reviewing @wds15 's design doc: https://github.com/stan-dev/design-docs/pull/37 The …

I have seen some PDE topics in pymc3 community, but they also look quite pre-mature (maybe I am mistaken) [image] Including Partial Differential Equations in Your PyMC3 Model by Ivan Yashchuk Talk Abstract This tutorial will demonstrate use of PyMC3 for PDE-based inverse problems. We will …

Thanks for the advert! Here are instructions on how to get the shiny new ode_adjoint_tol and ode_adjoint_tol_ctl up and running: Adjoint ode design stan-dev:master ← wds15:adjoint-ode opened 08:37PM - 17 Feb 21 UTC (UTC) …

I’ll try this out for now. May look at the other stuff later.

Thanks @rok_cesnovar !!! It’s now as easy as this to try out the new adjoint solver: cmdstanr::install_cmdstan(release_url = "https://github.com/rok-cesnovar/cmdstan/releases/download/adjoint_ode/cmdstan-adjoint-ode.tar.gz", cores = 4) library(cmdstanr) example_model <- file.path(cmdstan_path(), …

I’m late to the party but I’ve enjoyed reading the discussion so far. Thanks for igniting the conversation @Funko_Unko . A few weeks ago, @bbbales2 told me about adding recommendations for tuning ODE integrators in the Stan manual. It feels awkward to write recommendations when there are still many…

Fitting ODE models: best/efficient practices?

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rok_cesnovar March 4, 2021, 5:11pm 51

Yeah, @IvanYashchuk has also posted about PETSc-based partial differential equations solving in Stan on Discourse as well: Using PETSc library together with Stan

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Slow sampling in simple ode Modeling ode	39	1429	July 16, 2021
Adjoint ODE Prototype - RFC - Please Test General ode	39	3190	April 7, 2021
Switching ODE integrators between the warmup and the sampling phase Modeling	11	1006	July 15, 2020
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Fitting ODE models: best/efficient practices?

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