Hi @dpananos, I just added more details to the GSoC 2019 Projects Wiki page.
What I mean by “asynchronous observations”:
Take the Lorenz-Attractor for example (x,y,z). Now imagine that they are observed independently, so at some time t5, there is data for x and y, but not for z. At another time t6 there’s just data for z.
In all ODE example notebooks that I’ve seen so far, all states are observed at all timepoints, which is rarely the case with real data.
I’m pointing this out explicitly, because it makes a difference for the design of the Theano Ops.
It’s not too hard to deal with, but it would be best to have it in mind right away.