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: Rafal Baranowski, Rico Blaser, Wenqian Cheng, Na Huang, Anna Louise Schroeder

Past PhD students: Haeran Cho, Karolos Korkas, Jean Sanderson

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, randomised algorithms, statistical learning, data visualisation, statistics in finance, statistics in the social sciences, statistics in neuroscience.

Publications and software

My papers on Google Scholar

Some current and recent collaborators: Anestis Antoniadis, 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: Non-likelihood Based Statistical Modelling , Statistical and Computational Challenges in Large-Scale Data Analysis, Complex Systems in Time Series, CMStatistics 2015, 2nd UCL Workshop on the Theory of Big Data, 3rd ISNPS Conference


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

Read Financial Times for free but with a catch.

Portishead Third

This is where I am from.


Piotr Fryzlewicz
Skype ID: piotr_fryzlewicz

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

Telephone: +44 (0)20 7955 7953