I am an Assistant Professor at the School of Mathematical and Computer Sciences at the Heriot-Watt University in Edinburgh, UK.
Previously I held postdoctoral positions at the Department of Statistics of the University of Warwick and at the Department of Mathematics of King's College London. I completed my PhD in 2017 at the Institute for Applied Mathematics at the University of Bonn in Germany, where I worked under the supervision of Prof. Andreas Eberle.
My CV (updated November 2025): pdf
My research spans across several areas: probability theory, stochastic analysis, numerical analysis, optimization, optimal transport, computational statistics and machine learning. Topics of particular interest include:
- stochastic differential equations
- mathematical foundations of machine learning:
mean-field optimization
optimal transport and gradient flows
game theory
stochastic gradient algorithms
- Lévy processes
- interacting particle systems and their mean-field limits
- ergodicity of Markov processes
- Monte Carlo methods:
sampling via Markov Chain Monte Carlo (MCMC)
Multi-Level Monte Carlo
My PhD students:
- Linshan Liu (graduated 2025)
- Razvan-Andrei Lascu (graduated 2025; currently a postdoc at RIKEN, Tokyo, Japan)
If you are interested in pursuing a PhD under my supervision, please do not hesitate to get in touch via email.
School of Mathematical and Computer Sciences
Heriot-Watt University
Edinburgh EH14 4AS
United Kingdom
Office CMF.13
E-mail: m.majka (at) hw.ac.uk