Preheat the oven to 375°F. Butter a 13x9x2-inch oval or rectangular baking dish.
Place the potatoes in a large pot and add enough cold salted water to cover them by 1 inch. Bring the water to a simmer over high heat, then reduce the heat to medium and simmer for about 15 minutes, or until the potatoes are tender.
Drain the potatoes in a strainer and set the strainer over the hot pot to evaporate the excess steam. Press the hot potatoes through a potato ricer or food mill.
Put the potatoes in the pot, and reduce the heat to low, then mix in 3 tablespoons of the butter. Fold the warm milk into the mashed potatoes. Fold in the sour cream and mascarpone cheese. Season to taste with salt and pepper.
Meanwhile, in a small heavy skillet, stir the caraway seeds over medium heat for about 2 minutes, or until toasted and fragrant. Transfer the seeds to a spice grinder or mortar and pestle and grind to a powder.
Heat a heavy large skillet over high heat. Add the oil and half of the Brussels sprout leaves, and sauté for about 5 minutes, or until the Brussels sprouts are tender and beginning to caramelize. Mix in the ground caraway. Season to taste with salt and pepper. Fold the Brussels sprout mixture into the potatoes. Transfer the potato mixture to the prepared dish.
In a small saucepan, melt the remaining 2 tablespoons butter over medium heat. In a medium bowl, toss the raw Brussels sprout leaves with the melted butter and season with salt and pepper. Scatter the leaves over the potatoes and roast for about 30 minutes, or until the potatoes are heated through and slightly puffed, and the leaves are golden brown and roasted. Let stand 10 minutes and serve.
Make-Ahead: The potato dish can be assembled in the baking dish, covered, and refrigerated for up to 1 day. Uncover, top with the raw Brussels sprout leaves and bake as directed below.