I am an Assistant Professor 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 research interests include:

- stochastic differential equations

- Lévy processes

- ergodicity of Markov processes

- Monte Carlo methods (in particular, MCMC sampling and multi-level Monte Carlo)

- mathematical foundations of machine learning (in particular, stochastic gradient algorithms and mean-field optimization)

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