Mateusz Majkaمشاهده پروفایل
استادیار
Mateusz Majka is an Assistant Professor in Stochastics at the School of Mathematical & Computer Sciences, Heriot-Watt University, Edinburgh. His research focuses on probability theory, stochastic analysis, numerical analysis, optimization, optimal transport, computational statistics, and machine learning. He holds a PhD from the University of Bonn (2017) and has held postdoctoral positions at the University of Warwick and King's College London. Education: PhD in Applied Mathematics, University of Bonn (2017) Research Fellow, University of Warwick (2018–2020) Research Associate, King's College London (2017–2018) Research Interests: Stochastic differential equations Mathematical foundations of machine learning (mean-field optimization, optimal transport, stochastic gradient algorithms) Lévy processes Ergodicity of Markov processes Monte Carlo methods (MCMC, Multi-Level Monte Carlo) Recent Research Trends: His work emphasizes algorithmic development for stochastic systems, including mean-field games, Wasserstein geometry, and convergence analysis of numerical schemes. Notable contributions span Lévy processes, Euler schemes, and coupling techniques for Markov chains. Awards: None explicitly listed. Advising & Grants: Supervises PhD students Linshan Liu (since 2021) and Razvan-Andrei Lascu (since 2022). Active in securing research funding through collaborative projects. Labs/Teams: Engaged in cross-disciplinary collaborations in computational statistics and stochastic analysis at Heriot-Watt University.










