- This README
- Move features and plots from old code (CMLMC and MIMC)
- Implement vector quantities of interest
- Logical checks on the convergence of the variance, work and expectation while MLMC is running and printing useful messages to indicate possible solutions. Also a check if TOL << QoI.
- Computing and using the kurtosis when possible to give a confidence interval for the variance.
- Implementing some form of parallelization support.
- Adaptive construction of the MIMC set.
- Implement a storing mechanism in files instead of database.