Jason Rader @JasonRader@social.cleverlibre.org

Trefethen and Bau called numerical linear algebra practical functional analysis (I'm only slightly paraphrasing.)

I hadn't seen this point emphasized as much in optimisation. But, lo and behold today I encountered this: a forecasting problem phrased as infinite dimensional optimisation on an interval including negative time.

#introduction
I'm a PhD student at university of #Oxford working with Terry Lyons and Ben Hambly.

I mostly work on the mathematics surrounding neural ODEs, things like (structure-preserving) numerical methods and general nonlinear optimisation methods.

I also work with multimodal time series data at #DataSig where I'm a postgraduate member.

#jax stan