Professor Raphael Hauser

Tutor in Mathematics, Tanaka Fellow in Mathematical Programming, Associate Professor of Mathematical Programming

Relevant Links

Teaching activities

As a Tutorial Fellow at Pembroke College Raphael teaches tutorials in physical and nonphysical applied mathematics and in statistics. As Associate Professor at the Mathematical Institute he also gives lectures to undergraduate and graduate student, specifically Part B Integer Programming (MT19), InFoMM CDT Discrete Optimisation (MT19) and MCF MSc Optimization (HT20), as well as intercollegiate classes in B6.3 Integer Programming.

Detailed Biography

Raphael studied Mathematics and Theoretical Physics at EPFL and ETH, graduating with an MSc in Pure Mathematics. After teaching for two years, he then moved to Cornell University and started doctoral studies in Operations Research and Industrial Engineering with a minor in Computer Science. In 1999 he earned his doctorate in Operations Research and moved to the Department of Applied Mathematics and Theoretical Physics at the University of Cambridge to take up a postdoctoral position. Two years later he became a University Lecturer at the Oxford Computing Laboratory (now the Computer Science Department) and a Tutorial Fellow in Applied Mathematics at Pembroke College. He is now an Associate Professor at the Oxford Mathematical Institute.

Oxford University Teaching Award (2007), SIAM Activity Group on Optimization Prize (2005), SIAM Student Paper Prize (2000).

Research interests

Raphael is a member of the Data Science, Numerical Analysis and Mathematical Finance Groups at the Oxford Mathematical Institute. He is also a Fellow at the Alan Turing Institute. His research interest lie in data science, numerical optimisation, medical imaging, distributed computing, and in applied probability and statistics. https://orcid.org/0000-0002-1166-5329

Publications

R.A. Hauser and A. Eftekhari. ``PCA by Optimisation of Symmetric Functions has no Spurious Local Optima''. arXiv:1805.07459 [math.OC]. 2018. Accepted for publication in SIAM Journal on Optimization 2019.
R.A. Hauser and H. Matzinger. ``Microscopic path structure of optimally aligned random sequences''. Bernoulli 26(1), 2020, 1–30. https://doi.org/10.3150/18-BEJ1053.
R.A. Hauser and H. Matzinger. ``Supplement: Microscopic Path Structure of Optimally Aligned Random Sequences''. Bernoulli 26(1), 2020, 15 pages.
J. Vaes and R.A. Hauser.``Optimal Execution Strategy Under Price and Volume Uncertainty''. arXiv:1810.11454 [q-fin.TR]. Under review, 2019.
A. Eftekhari, R.A. Hauser and A. Grammenos. ``MOSES: A Streaming Algorithm for Linear Dimensionality Reduction''. Accepted for publication in IEEE Transactions on Pattern Analysis and Machine Intelligence, May 2019. DOI 10.1109/TPAMI.2019.2919597. arXiv:1806.01304 [cs.IT].
R.A. Hauser, J. Lember, H.F. Matzinger, and R. Kangro. ``Quantifying the Estimation Error of Principal Components''. Information and Inference: A Journal of the IMA,https://doi.org/10.1093/imaiai/iaz014. Published: 11 July 2019. arXiv:1710.10124[math.ST].
G. Simoes, M. McDonald, S. Williams, D. Fenn, R.A. Hauser. ``Robust Portfolio Optimisation with Benchmark Regret''. Quantitative Finance, 2018, 18, 1--13. https://doi.org/10.1080/14697688.2018.1453940.
R.A. Hauser, I. Popescu and H.F. Matzinger. ``An Upper Bound on the Convergence Rate of a Second Functional in Optimal Sequence Alignment''. arXiv:1409.7713. Bernoulli 2018, Vol. 24, No. 2, 971--992. DOI 10.3150/16-BEJ823.
R.A. Hauser, A. Eftekhari and H. Matzinger. ``PCA by Determinant Optimization has no Spurious Local Optima''. KDD 2018. DOI: 10.1145/3219819.3220069.
R. Hauser and M. Klodt. ``Nonlinear Compressed Sensing for Multi-Emitter X-Ray Imaging''. Springer International Publishing AG 2016, E. Hancock et al. (Eds.): EMMCVPR 2017 Revised Selected Papers. LNCS 10746, 189--204, 2018. DOI: 10.1007/978-3-319-78199-0.
R. Kovacs, O. Gunluk and R.A. Hauser. ``Low-Rank Boolean Matrix Approximation by Integer Programming''. NIPS 2017, Optimization in Machine Learning Workshop. arXiv:1803.04825 [cs.LG].
R.A. Hauser and M. Klodt. ``3D Image Reconstruction from X-Ray Measurements with Overlap''. Springer International Publishing AG 2016, B. Leibe et al.(Eds.): ECCV 2016, Part VI, LNCS 9910, 19--33, 2016. DOI: 10.1007/978-3-319-46466-4 2.
R.A. Hauser, M. Klodt. ``A medical imaging system for producing a digital 3-dimensional image from measurements with overlap on a single fixed array of X-ray detectors, emitted from multiple X-ray sources. US patent application 15230501, priority filing August 2016. Publication No WO/2018/029439.
R.A. Hauser, K. Patel and G. Travish. ``Medical imaging system with a fixed array of X-ray detectors and a fixed array of X-ray emitters for producing a digital 3-dimensional image''. US Patent application PCT/IB2016/000119, priority filing December 2015. International Application No PCT/IB2016/000637, filing date 25 Jan 2016. Publication No WO/2017/130018, publication date 03 Aug 2017.

Professor Raphael Hauser

Tutor in Mathematics, Tanaka Fellow in Mathematical Programming, Associate Professor of Mathematical Programming

Relevant Links

Mathematical Institute Profile

Teaching activities

Detailed Biography

Oxford University Teaching Award (2007), SIAM Activity Group on Optimization Prize (2005), SIAM Student Paper Prize (2000).

Research interests

Publications

R.A. Hauser and A. Eftekhari. ``PCA by Optimisation of Symmetric Functions has no Spurious Local Optima''. arXiv:1805.07459 [math.OC]. 2018. Accepted for publication in SIAM Journal on Optimization 2019.
R.A. Hauser and H. Matzinger. ``Microscopic path structure of optimally aligned random sequences''. Bernoulli 26(1), 2020, 1–30. https://doi.org/10.3150/18-BEJ1053.
R.A. Hauser and H. Matzinger. ``Supplement: Microscopic Path Structure of Optimally Aligned Random Sequences''. Bernoulli 26(1), 2020, 15 pages.
J. Vaes and R.A. Hauser.``Optimal Execution Strategy Under Price and Volume Uncertainty''. arXiv:1810.11454 [q-fin.TR]. Under review, 2019.
A. Eftekhari, R.A. Hauser and A. Grammenos. ``MOSES: A Streaming Algorithm for Linear Dimensionality Reduction''. Accepted for publication in IEEE Transactions on Pattern Analysis and Machine Intelligence, May 2019. DOI 10.1109/TPAMI.2019.2919597. arXiv:1806.01304 [cs.IT].
R.A. Hauser, J. Lember, H.F. Matzinger, and R. Kangro. ``Quantifying the Estimation Error of Principal Components''. Information and Inference: A Journal of the IMA,https://doi.org/10.1093/imaiai/iaz014. Published: 11 July 2019. arXiv:1710.10124[math.ST].
G. Simoes, M. McDonald, S. Williams, D. Fenn, R.A. Hauser. ``Robust Portfolio Optimisation with Benchmark Regret''. Quantitative Finance, 2018, 18, 1--13. https://doi.org/10.1080/14697688.2018.1453940.
R.A. Hauser, I. Popescu and H.F. Matzinger. ``An Upper Bound on the Convergence Rate of a Second Functional in Optimal Sequence Alignment''. arXiv:1409.7713. Bernoulli 2018, Vol. 24, No. 2, 971--992. DOI 10.3150/16-BEJ823.
R.A. Hauser, A. Eftekhari and H. Matzinger. ``PCA by Determinant Optimization has no Spurious Local Optima''. KDD 2018. DOI: 10.1145/3219819.3220069.
R. Hauser and M. Klodt. ``Nonlinear Compressed Sensing for Multi-Emitter X-Ray Imaging''. Springer International Publishing AG 2016, E. Hancock et al. (Eds.): EMMCVPR 2017 Revised Selected Papers. LNCS 10746, 189--204, 2018. DOI: 10.1007/978-3-319-78199-0.
R. Kovacs, O. Gunluk and R.A. Hauser. ``Low-Rank Boolean Matrix Approximation by Integer Programming''. NIPS 2017, Optimization in Machine Learning Workshop. arXiv:1803.04825 [cs.LG].
R.A. Hauser and M. Klodt. ``3D Image Reconstruction from X-Ray Measurements with Overlap''. Springer International Publishing AG 2016, B. Leibe et al.(Eds.): ECCV 2016, Part VI, LNCS 9910, 19--33, 2016. DOI: 10.1007/978-3-319-46466-4 2.
R.A. Hauser, M. Klodt. ``A medical imaging system for producing a digital 3-dimensional image from measurements with overlap on a single fixed array of X-ray detectors, emitted from multiple X-ray sources. US patent application 15230501, priority filing August 2016. Publication No WO/2018/029439.
R.A. Hauser, K. Patel and G. Travish. ``Medical imaging system with a fixed array of X-ray detectors and a fixed array of X-ray emitters for producing a digital 3-dimensional image''. US Patent application PCT/IB2016/000119, priority filing December 2015. International Application No PCT/IB2016/000637, filing date 25 Jan 2016. Publication No WO/2017/130018, publication date 03 Aug 2017.

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Professor Raphael Hauser

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Professor Raphael Hauser

Teaching activities