Dr. Mikołaj Kasprzak

Department of Information Systems, Decision Sciences and Statistics
ESSEC Business School

Mikołaj is a tenure-track assistant professor at ESSEC Business School, specializing in mathematical statistics and applied probability. He obtained his Bachelor’s and Master’s degree in Mathematics, Operational Research, Statistics and Economics from the University of Warwick in the UK and his DPhil in Statistics from the University of Oxford. After his DPhil, he joined the Mathematics Department at the University of Luxembourg as a postdoctoral research associate. Later, he obtained a Marie Skłodowska-Curie Individual (Global) Fellowship, sponsored by the EU. During the outgoing phase of the fellowship, he worked at the Laboratory for Information and Decision Systems at the Massachusetts Institute of Technology (MIT) and undertook a short secondment at the Gatsby Computational Neuroscience Unit at University College London (UCL). He then returned to Luxembourg for the incoming phase of the fellowhip, after which he joined ESSEC in 2024. In his research, Mikołaj is interested in providing rigorous quality guarantees for various approximations arising in applied probability, statistics and machine learning. Along the way, he develops new mathematical theory and tools for upper-bounding distances between probability distributions. He enjoys working on theoretical problems and proving new theorems which are motivated by real-life applications.