• Work Information

  Job title

  Professor Emeritus

  Key responsibilities

  Visiting Fellow, Program in Advanced Computation

  Department

  Centre for Mathematics and its Applications (CMA),

  Mathematical Sciences Institute.

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• Contact Information

• Electronic mail address

  (work)             Mike.Osborne {AT} anu.edu.au

  (home)           mikeandgloria{AT}gmail.com

• MSI url

  http://wwwmaths.anu.edu.au/~mike/MROhomepage.html

• Fax (CMA)

  61-2- 6125 5549

  02-6125 5549

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• Research Activities

• Numerical linear algebra, and eigenvalue problems

1. Use of wrap-around partitioning to vectorize the solution of block bidiagonal matrices

2. Inverse iteration for the solution of eigenvalue problems

3. Parallel numerical libraries

4. V-invariant methods for generalised least squares problems

• Solution of boundary value problems in ODE's

1. Collocation methods for the discretization of boundary value problems

2. Factorisation of operators, dichotomy, and the stability of computations

3. Cyclic reduction and its relation to representation theorems

4. Estimation of ODE's, variable selection, and the suitability of bases

5. Kalman filters, stochastic ODE's, and smoothing problems

6. ODE eigenvalue problems, stability, and bifurcation

• Estimation and approximation

1. Fisher's method of scoring for maximising likelihoods

2. Scoring under constraints

3. Rank regression and l₁ estimation

4. Robust methods

5. Methods of variable selection

6. Trust region methods

• Polyhedral convex functions

1. Structure functional representation

2. Simplicial methods for minimization

3. Resolution of degeneracy

4. Problems with polyhedral constraints

• Discrete simulation

1. Event oriented model descriptions

2. Object oriented programming implementation

• Publications

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• Some papers

• Fisher's method of scoring

• Wrap-around partitioning for block bidiagonal systems

• Cyclic reduction, dichotomy, and the estimation of differential equations

• A new approach to variable selection in least squares problems

• On the LASSO and its dual

• Variable selection and control in least squares problems

• Inverse iteration and deflation in the solution of generalised eigenvalue problems

• Computing eigenvalues of ordinary differential equations

• Notes on least squares and maximum likelihood

• Scoring with constraints

• An approach to parameter estimation and model selection in differential equations

• When LP is not a good idea - using structure in polyhedral optimization problems

• Least squares methods in maximum likelihood problems

• Parameter estimation of ordinary differential equations

• Stability Problems in ODE Estimation

• Numerical Questions in ODE Boundary Value Problems

• Separable least squares, variable projection, and the Gauss-Newton algorithm

• On perturbations of linear least squares problems

• The Bock iteration for the ODE Testimation problem

• Anderssen70

• A homotopy algorithm for the quantile regression lasso

• A boundary value approach to dynamical systems estimation

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• Slides for lectures

• The estimation problem in ordinary differential equations

• Effective vectorized solvers for narrow band systems by wrap-around partitioning

• Variable selection and control in least squares problems

• When LP is not a good idea - structure in polyhedral optimization problems

• Parameter estimation and model selection in differential equations

• V-invariant methods for generalised least squares, Kalman filter application

• Polyhedral function constrained optimisation problems

• Least squares methods in maximum likelihood problems

• Ryan60

• CTAC04

• Multiple shooting revisited

• Stability problems in ODE estimation

• Numerical questions in ODE boundary value problems

• ODE estimation - statistical properties and numerical problems

• The Bock iteration

• On ODE estimation algorithms (CTAC08)

• Lasso Applications:regularisation and homotopy

• Boundary value embedding in differential equation estimation

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• Biographical Information

  Date of Birth: 26/12/1934

  Married: Gloria Mary

  Qualifications: B.A. (Melb.), Ph.D (Lond.), FAA.

  Full c.v.

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• Personal Interests

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accesses since Friday 6 February 2009