Personal information

Activities

Employment (3)

ESSEC Business School: Cergy, FR

2024-09-01 to present | Assistant Professor (Information Systems, Data Analytics and Operations)
Employment
Source: Self-asserted source
Mikolaj Kasprzak

University of Luxembourg: Esch-sur-Alzette, LU

2018-12-01 to 2023-11-30 | Postdoctoral Research Associate (Mathematics)
Employment
Source: Self-asserted source
Mikolaj Kasprzak

Massachusetts Institute of Technology: Cambridge, Massachusetts, US

2021-09-01 to 2022-08-31 | Postdoctoral Fellow (Laboratory for Information and Decision Systems)
Employment
Source: Self-asserted source
Mikolaj Kasprzak

Education and qualifications (2)

University of Oxford: Oxford, Oxfordshire, GB

2015-10 to 2019-02 | DPhil Statistics (Statistics)
Education
Source: Self-asserted source
Mikolaj Kasprzak

University of Warwick: Coventry, Warwickshire, GB

2011-10 to 2015-06 | BSc, Master of Mathematics, Operational Research, Statistics and Economics (Statistics)
Education
Source: Self-asserted source
Mikolaj Kasprzak

Funding (1)

Stein’s method and functional inequalities in machine learning

2021-09 to 2023-11 | Grant
European Commission (Brussels, BE)
GRANT_NUMBER:

101024264

Source: Self-asserted source
Mikolaj Kasprzak

Works (12)

Vector-valued statistics of binomial processes: Berry–Esseen bounds in the convex distance

The Annals of Applied Probability
2023-10-01 | Journal article
Part of ISSN: 1050-5164
Contributors: Mikołaj J. Kasprzak; Giovanni Peccati
Source: Self-asserted source
Mikolaj Kasprzak

A Spectral Representation of Kernel Stein Discrepancy with Application to Goodness-of-Fit Tests for Measures on Infinite Dimensional Hilbert Spaces

arXiv
2022 | Other
EID:

2-s2.0-85132889638

Part of ISSN: 23318422
Contributors: Wynne, G.; Kasprzak, M.J.; Duncan, A.B.
Source: Self-asserted source
Mikolaj Kasprzak via Scopus - Elsevier

FUNCTIONAL CONVERGENCE OF SEQUENTIAL U-PROCESSES WITH SIZE-DEPENDENT KERNELS

Annals of Applied Probability
2022 | Journal article
EID:

2-s2.0-85126553217

Part of ISSN: 10505164
Contributors: Döbler, C.; Kasprzak, M.J.; Peccati, G.
Source: Self-asserted source
Mikolaj Kasprzak via Scopus - Elsevier

The multivariate functional de Jong CLT

Probability Theory and Related Fields
2022 | Journal article
EID:

2-s2.0-85125090757

Part of ISSN: 14322064 01788051
Contributors: Döbler, C.; Kasprzak, M.; Peccati, G.
Source: Self-asserted source
Mikolaj Kasprzak via Scopus - Elsevier

Stein’s method of exchangeable pairs in multivariate functional approximations

Electronic Journal of Probability
2021 | Journal article
EID:

2-s2.0-85103749549

Part of ISSN: 10836489
Contributors: Döbler, C.; Kasprzak, M.J.
Source: Self-asserted source
Mikolaj Kasprzak via Scopus - Elsevier

Functional approximations via Stein's method of exchangeable pairs

Annales de l'institut Henri Poincare (B) Probability and Statistics
2020 | Journal article
EID:

2-s2.0-85093353180

Part of ISSN: 02460203
Contributors: Kasprzak, M.J.
Source: Self-asserted source
Mikolaj Kasprzak via Scopus - Elsevier

Stein's method for multivariate Brownian approximations of sums under dependence

Stochastic Processes and their Applications
2020 | Journal article
EID:

2-s2.0-85081935493

Part of ISSN: 03044149
Contributors: Kasprzak, M.J.
Source: Self-asserted source
Mikolaj Kasprzak via Scopus - Elsevier

Validated Variational Inference via Practical Posterior Error Bounds

Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics
2020 | Conference paper
URI:

https://proceedings.mlr.press/v108/huggins20a.html

Source: Self-asserted source
Mikolaj Kasprzak
grade
Preferred source (of 3)‎

Scalable Gaussian process inference with finite-data mean and variance guarantees

22nd International Conference on Artificial Intelligence and Statistics (AISTATS)
2019 | Conference paper
EID:

2-s2.0-85093722077

Part of ISSN: 23318422
Contributors: Mikolaj Kasprzak
Source: Self-asserted source
Mikolaj Kasprzak
grade
Preferred source (of 2)‎

Practical bounds on the error of Bayesian posterior approximations: A nonasymptotic approach

arXiv
2018 | Other
EID:

2-s2.0-85093792071

Part of ISSN: 23318422
Contributors: Huggins, J.H.; Kasprzak, M.; Campbell, T.; Broderick, T.
Source: Self-asserted source
Mikolaj Kasprzak via Scopus - Elsevier

Diffusion Approximations Via Stein’s Method and Time Changes

arXiv
2017 | Other
EID:

2-s2.0-85092826047

Part of ISSN: 23318422
Contributors: Kasprzak, M.J.
Source: Self-asserted source
Mikolaj Kasprzak via Scopus - Elsevier

Note on a. Barbour’s paper on stein’s method for diffusion approximations

Electronic Communications in Probability
2017 | Journal article
EID:

2-s2.0-85019224067

Part of ISSN: 1083589X
Contributors: Kasprzak, M.J.; Duncan, A.B.; Vollmer, S.J.
Source: Self-asserted source
Mikolaj Kasprzak via Scopus - Elsevier