Reviews: Efficient and Flexible Inference for Stochastic Systems

The SDE is first transformed into a random ordinary differential equation. Several solution paths are then simulated to generate a large number of ordinary differential equations, and each of these is then solved using an EM algorithm type approach that was introduced in an earlier paper. The method is tested on two systems, the Lorenz96 and Lorenz63 models, and compared to a competitor method showing that the new approach can be faster and more accurate. There are some interesting ideas in the paper but I can't accept it for publication in its current form. The general approach seems reasonable, but there are some details of it that the authors don't really mention that I think need to be explored.