I would change it a bit.
We conducted/are conducting our research on X-ray images collected by the researcher, under the supervision of an expert physician.
If "our research" is currently in progress, you should use present perfect to indicate that. If "our research" has already been completed, then past tense is fine.
As I read the example, "our research" is a separate activity from "X-ray images collected by the researcher", and not necessarily done by the same person(s). So as written it may be OK depending on context.
I added the comma to break up the sentence as it is long.
But also as written the phrase "under the supervision of an expert physician" is assumed to refer to the "researcher". The phrase should be reordered if it refers to "our research".