Mateusz B. Majka

Mateusz B. Majka

I am an Assistant Professor in Stochastics at the School of Mathematical and Computer Sciences of the Heriot-Watt University in Edinburgh.

From August 2018 to February 2020 I was a Research Fellow at the Department of Statistics of the University of Warwick and from June 2017 to July 2018 I was a Research Associate 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 April 2025): pdf

My research is situated at the intersection of 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
stochastic gradient algorithms

- Lévy processes

- ergodicity of Markov processes

- Monte Carlo methods:

sampling via Markov Chain Monte Carlo (MCMC)
Multi-Level Monte Carlo

My PhD students:

- Linshan Liu (September 2021 - present)

- Razvan-Andrei Lascu (May 2022 - present)

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

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