Born in Burkes Flat, Victoria, Australia on January 28, 1876, as Mary Ellen Lambrus, later changed to Lambrose.  She went under the name of Madame Nellie Constantine. 

She is believed to have married in the United States and died circa 1947, somewhere in the U.S. 

Sources:

Registrar of Birth Records, Victoria, Australia

Information provided by Steven Clark, the artist's great great nephew.