Ethan Levien

I'm trying to sample from the posterior predictive distribution of an Ornstein-Uhlenbeck process. I don't understand how the example can be generalized to this setting though. Based on the example...

@devmotion, yup that was my problem. Thanks for the quick response!

Hi @theogf, thank you for the quick reply! > Hi @elevien, computing the partial derivatives should be possible out of the box and this is something we are already testing...

Wanted to follow up on this. I've been looking at Stheno.jl (really enjoying it so far!) and will post questions about the derivative implementations over there. But for the moment,...

For the [split coupling](https://arxiv.org/abs/1403.3127) it seems `construct coupling` can be implemented without creating a new `DiscreteCallback` directly, and this is entirely independent of the aggregator. This is nice, since many...