SciML / SciML/JumpProcesses.jl
Coupling two JumpProblems
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- Dominant language
- Julia
- Stars
- 150
- Forks
- 41
- Avg merge
- 1d 9h
- Merged PRs (30d)
- 28
Description
A number of variance reduction techniques involve constructing a coupling between two jump processes. I was thinking this could be implemented with a function called construct_coupling that takes two jump problems and produces a 2*length(u) dimensional jump problem representing the coupled process. Does this seem like a reasonable approach?
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reviewing the existing JumpProblem API and the coupling paper linked in the issue. Determine how two jump processes would be represented and what tests or examples would define a completed construct_coupling feature; the issue currently does not identify files or an agreed design.
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Assessment
- Tech stack
- julia
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 20/100