Piotr Fryzlewicz

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

I am on sabbatical leave in 2020/21.

My CV

Teaching and PhD supervision

Current PhD students: Rico Blaser, Shakeel Gavioli-Akilagun, Anica Kostic, Shuhan Yang.

Past PhD students: see my Mathematics Genealogy.

Please contact me if you are interested in pursuing a PhD under my supervision.

Teaching: ST436 Financial Statistics.

Why choose statistics? - an interview for Statistics Views (Wiley)

Research

My research interests are in:

  • time series analysis (especially for non-stationary time series),
  • change-point and feature detection,
  • high-dimensional inference, regularisation and dimension reduction,
  • data-adaptive and multiscale methods in data science,
  • statistical learning,
  • networks.

I am also interested in the applications of statistics in economics, finance, the social sciences, astronomy and neuroscience.

Publications and software

My papers on Google Scholar

My R packages and GitHub page

R package breakfast for change-point detection

Some current and recent collaborators: Andreas Anastasiou, Anestis Antoniadis, Matteo Barigozzi, Yining Chen, Haeran Cho, Ivor Cribben, Tobias Kley, Eric Kolaczyk, Degui Li, Hernando Ombao, Rainer von Sachs, Suhasini Subba Rao.

Consultancy

I am happy to offer statistical and data science consultancy and training to businesses and institutions.

I am a Chartered Statistician and I am listed in the Royal Statistical Society's Directory of Statistical Consultants. A short version of this listing appears on LinkedIn.

Please see my CV for a list of recent clients.

I am registered with Statistics Without Borders.

Previous employment and education

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

I have a PhD in Statistics from the University of Bristol and an MSci in Mathematics from the Wroclaw University of Science and Technology.

After work

London Coffee Guide

Cohen

Chopin

Google Arts & Culture

lichess.org

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

This is where I am from. See also Wroclaw's best-kept secret.

Contact

Piotr Fryzlewicz
p.fryzlewicz@lse.ac.uk

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

(no telephone number - please email to set up a Zoom call)