# Project roadmap Publication venues: - ICML (deadline January) - [Climate Informatics](http://www.climateinformatics.org/conferences/) (deadline probably Feburary) Proposed paper contents: - Focus on algorithm that supports 3D grids but perhaps not time? - Derivation of the algorithm (roughly following So's Overleaf) - "Clever bits" of GPU implementation - Demonstrations on simulated data - Large scale application to real data ## Tasks Each task has a priority: P1 = high priority, P4 = low priority I've then ordered the themes roughly in order of decreasing priority based on the tasks they contain. #### Improve the INLA integration - [P2] Why does it converge to something different to MP and 3D-Var? - Noise currently isn't set correctly (I think). - [P3] Directly use solve functions suggested by INLA people rather than main INLA method, to reduce overheads - [P4] Avoid writing the observations to disk when transferring between Python and R #### Large scale applications for 2D GP - [P3] Implement multi-GPU #### Use MC method for the variance Possibly following ["Efficient Covariance Approximations for Large Sparse Precision Matrices"](https://arxiv.org/abs/1705.08656) - [P4] Can we use the output of this method as an input to the message passing to speed up convergece? - [P4] Reimplement Marc's code from Slack in JAX - [P4] Look at work of [Sharana Kumar Shivanand](https://www.turing.ac.uk/people/researchers/sharana-kumar-shivanand) who gave presentation on this to F-X's group meeting #### Improve the convergence speed of the mean - [P4] Try Aitken's and Steffenson’s method from [this paper](https://arxiv.org/abs/0810.1119) - [P4] Try randomised message scheduling from [this paper](https://arxiv.org/pdf/1909.11469.pdf) #### Investigate and write up why we can't choose good cs