Mikolaj Kasprzak

Mikolaj Kasprzak is an Assistant Professor at ESSEC Business School, specializing in mathematical statistics and applied probability. He holds a DPhil (PhD) in Statistics from the University of Oxford, following a Master’s degree in Mathematics, Operational Research, Statistics, and Economics from the University of Warwick. His career includes postdoctoral research at the University of Luxembourg and a Marie Skłodowska-Curie Individual Fellowship (2021–2023), with research stints at MIT and UCL. He joined ESSEC in 2024 as part of the Information Systems, Data Analytics, and Operations department.

Research Interests: Mikolaj focuses on rigorously quantifying the accuracy of approximations in applied probability, statistics, and machine learning. His work involves developing mathematical tools to bound distances between probability distributions, with applications in Stein’s method, U-statistics, and stochastic processes. He emphasizes theoretical foundations while addressing real-world challenges in statistical inference and computational methods.

Key Contributions: His research spans functional central limit theorems, kernel Stein discrepancies, and validated variational inference. Recent work includes advancements in goodness-of-fit tests for high-dimensional measures and error bounds for Bayesian posterior approximations.

• Awards: Marie Skłodowska-Curie Fellowship (2021), New Researcher Travel Award (2019), EUTOPIA Young Leaders Academy Fellowship (2024).
• Grants: Junior Chair of Excellence in Data Analytics (CY Initiative, 2024).

Academic Roles: He also holds the Chaired Professorship in Data Science at ESSEC (2024–2028). His research has been published in top journals like Bernoulli, Annals of Applied Probability, and Probability Theory and Related Fields.