Piotr Fryzlewicz

I am a Professor of Statistics in the Department of Statistics at the London School of Economics.

I currently hold an EPSRC Fellowship on the topic of New challenges in time series analysis.

I also currently serve as Joint Editor of the Journal of the Royal Statistical Society Series B.


Teaching and PhD supervision

PhD students: Rico Blaser, Lok Ting (Christine) Yuen

Past PhD students: Rafal Baranowski, Wenqian Cheng, Haeran Cho, Na Huang, Karolos Korkas, Jean Hamilton, Anna Louise Schroeder

The Department of Statistics runs an MSc Financial Statistics programme.

Teaching: ST436 Financial Statistics.


My research interests: multiscale modelling and estimation, time series (especially nonstationary time series), change-point detection, high-dimensional statistical inference and dimension reduction, statistical learning, networks, functional programming in data science, statistics in finance, statistics in the social sciences, statistics in neuroscience.

Publications and software

My papers on Google Scholar

Postdoctoral colleagues: Andreas Anastasiou, Tobias Kley

Some current and recent collaborators: Anestis Antoniadis, Matteo Barigozzi, Yining Chen, Haeran Cho, Guy Nason, Hee-Seok Oh, Hernando Ombao, Thorsten Rheinländer, Rainer von Sachs, Suhasini Subba Rao, Marcela Valenzuela, Ilknur Zer

Some conferences I will be attending: JSM 2017, Text, Herding and Sentiment, CMStatistics 2017, Statistical scalability


I am happy to offer statistical consultancy to firms or institutions. See my CV for a list of recent clients. My LSE Experts page is available here.

Previous employment

I previously worked at Winton Capital Management, the University of Bristol and Imperial College London.

After work

London Coffee Guide



Some history: Banach, Kac, Neyman, Steinhaus, Ulam

This is where I am from.


Piotr Fryzlewicz

Department of Statistics
Columbia House
London School of Economics
Houghton Street
London WC2A 2AE

Telephone: +44 (0)20 7955 7953