Lukas Taus

PhD Student in the CSEM program in the Oden Institutate for Computational Engineering & Sciences at the University of Texas at Austin. My research interests include machine learning, numerical analysis and computer vision.

Contact

l.taus@utexas.edu

Education

University of Texas at Austin Austin, Texas

August 2021 - Current

PhD Student in Computation Science, Engeneering and Mathematics

GPA: 3.945

Research interests: Scientific Machine Learning from a numerical analysis perspective with applications in computer vision and optimal control.

Course Work

Methods of Applied Mathematics I

Methods of Applied Mathematics II

Numerical Analysis: Linear Algebra

Introduction to Mathematical Modeling in Science & Engeneering I

Introduction to Mathematical Modeling in Science & Engeneering II

Foundational Techniques in Machine Learning and Data Science

Tools and Techniques in Computational Science

Deep Learning I

Deep Learning II

Computation and Variational Methods for Inverse Problems

Predictive Machine Learning

Linear Systems Analysis

Graz University of Technology Graz, Austria

October 2018 - July 2021

MSc in Financial Mathematics. Studied state of the art stochastic models for financial markets.

Thesis: Processes with free Increments
Generalization of classical probablity theory for non-commuting random variables with applications in signal processing and random matrices.

Course Work

Advances Analysis

Advanced financial Mathematics

Statistical methods in actuarial science

Risk theory and management in actuarial science

Actuarial modeling

Non-life insurance mathematics

Financial management

Mathematical statistics

Advanced probability

Stochastic analysis

Life and health insuracne mathematics

Selected Chapters Analysis (Special functions)

Probability and Analysis on Graphs and Groups

Markov Processes

Project in finance and insurance

Discrete and algebraic structures

Regression analysis

Japanese A2/1

Japanese B1/1

Japanese B1/2

Graz University of Technology Graz, Austria

October 2018 - July 2021

BSc in Mathematics. Got a broad eduction covering a wide range of important fields in the subject.

Thesis: The Monte-Carlo Method and Pseudo-Random number generators
Explored the theoretical foundations of random number generation and Monte-Carlo integration methods.

Course Work

Linear Algebra I

Linear Algebra II

Analysis I

Analysis II

Analysis III

Discrete Mathematics

Computer Mathematics

C++

Fundamentals of Mathematics

Ordinary Differential Equations

Computational Mathematics

Introduction to Functional Analysis

Optimization I

Introduction to Algebra

Parital Differential Equations

Stochastic Processes

Introduction to Complex Analysis

Statistics

Data Structures and Algorithms

Financial and insurance mathematics

Mathematics for Finance and Insurance

Personal Actuarial Science

Optimization problems in mathematics of finance

Bachelor's Thesis

Probability Theory

Advanced Probability

Selected Chapters Analysis (Elliptic Differential Equations)

Advanced actuarial mathematics

Integration and measure theory

Japanese A1/1

Japanese A1/2

Optimizing Sensor Network Design for Multiple Coverage

We introduce a new objective function for the greedy algorithm to design efficient and robust sensor networks and derive theoretical bounds on the network's optimality. We further introduce a Deep Learning model to accelerate the algorithm for near real-time computations. Correspondingly, we show that understanding the geometric properties of the training data set provides important insights into the performance and training.

Publications

Published Papers

Efficient and robust Sensor Placement in Complex Environments

September 2023

Preprint

We address the problem of efficient and unobstructed surveillance or communication in complex environments. On one hand, one wishes to use a minimal number of sensors to cover the environment. On the other hand, it is often important to consider solutions that are robust against sensor failure or adversarial attacks. This paper addresses these challenges of designing minimal sensor sets that achieve multi-coverage constraints -- every point in the environment is covered by a prescribed number of sensors. We propose a greedy algorithm to achieve the objective. Further, we explore deep learning techniques to accelerate the evaluation of the objective function formulated in the greedy algorithm. The training of the neural network reveals that the geometric properties of the data significantly impact the network's performance, particularly at the end stage. By taking into account these properties, we discuss the differences in using greedy and ϵ-greedy algorithms to generate data and their impact on the robustness of the network.

Presentations

Poster Presentation at CAMDACollege Station, US

May 2023

Presented recent results about efficient and robust sensor placement in complex environments at the Center for Approximation and Mathematical Data Analytics.

Work Experience

Raiffeisen-Landesbank Steiermark AGRaaba, Austria

August 2019 - July 2021

Risk Management Intern

  • Collaborated with a team of 6 people with different backgrounds to provide quantitive measures for risk surveilance.
  • Automated and optimized the data handling process and analysis of frequent statistical tests using Python
  • Developed a machine learning framework for early detection of defaulting loans. The model improved the 80% accuracy time horizon from 3 months of previous models to 6 months which helped identify struggeling businesses during the Covid19 pandemic.

Skills

Programming Python (Pandas, PyTorch, TensorFlow, NumPy, Scikit-learn), R, C/C++, SQL, Matlab,...

Miscellaneous Linux, Shell (Bash/Zsh), Latex, Git, HTML,...

Languages

English Professional proficiency

German Native proficiency

Japanese Intermediate proficiency