Liza Rebrova

Liza (Elizaveta) Rebrova

Associate Professor at the Mathematical Institute at the University of Oxford
Senior Research Fellow at New College Oxford

Randomized numerical linear algebra · high-dimensional probability · stochastic optimization · robust iterative methods · tensor methods

Last updated: September 2026

Research

My research is in randomized numerical linear algebra and the mathematics of data science, with close connections to high-dimensional probability and stochastic optimization. I am interested in mathematically justified and effective randomized algorithms for large-scale data problems, especially in settings where the data or the problem has non-trivial mathematical structure, such as spectral decay, multimodality, nonnegativity, tensor structure, or structured noise.

My work has been previously supported by NSF DMS-2309685 and NSF DMS-2108479.

I also serve as an Associate Editor for Information and Inference: A Journal of the IMA.


Advising

Current Ph.D. students: Former Ph.D. students:
  • Jackie Lok, Ph.D. 2026; now Peng Tsu Ann Assistant Professor at Department of Mathematics, NUS
  • Abraar Chaudhry, Ph.D. 2024, co-advised with A.A. Ahmadi; now postdoc at Georgia Tech
Master's thesis:
  • Nicolo Grometto, "Essays on Random Matrices" (2023)

Teaching experience

Princeton University (2021–2026)

Probability and Stochastic Processes, Networks, Convex and Conic Optimization.

UCLA (2018–2020)

Probability, Statistics, Stochastic Processes, and Optimization.

University of Michigan (2013–2018)

Calculus and Differential Equations.

Earlier teaching

In Moscow: calculus at math school 57 and algebra at Kolmogorov math and physics high school.


Random likes

My first name is the Russian version of Elizabeth. I like all versions of my name: please call me Liza, Lisa, Eliza, or Elizabeth, whatever you like the best. In case you were curious, Elizaveta is pronounced approximately as "Ye (like in yellow) - lee - zuh - VYE - tuh". Standard pronunciation of Liza is "LEE - zuh".

My non-mathy interests include things that I find beautiful or challenging, such as, good stories, arts, oceans, mountains and cities, also finding and making perfect coffee. I also immensely enjoy long conversations with my six-year-old son, currently fascinated by the Jedi, whose curious and very sharp logic is so fun to follow.

“Poirot,” I said. “I have been thinking.”
“An admirable exercise my friend. Continue it.”
(Agatha Christie, Peril at End House)