Piotr Fryzlewicz

Piotr Fryzlewicz is a Professor of Statistics in the Department of Statistics at the London School of Economics and Political Science (LSE). He specializes in time series analysis, change-point detection, high-dimensional statistics, and statistical learning. His research includes methodologies like Wild Binary Segmentation for multiple change-points, Haar-Fisz transformation for non-Gaussian data, and multiscale modeling. Fryzlewicz holds a PhD in Statistics from the University of Bristol (2003) and an MSci in Mathematics from Wrocław University of Science and Technology.

Affiliations:

• London School of Economics (since 2011)
• Former roles: University of Bristol, Imperial College London, Winton Capital Management

Research Interests: Focuses on statistical methods for nonstationary data, multiscale techniques, and applications in finance, neuroscience, and social sciences. His work emphasizes practical implementations through R packages like breakfast and nsp.

Key Achievements:

• Recipient of the Guy Medal in Bronze (2013) from the Royal Statistical Society
• Author of over 50 peer-reviewed articles and book chapters
• Developed widely cited methods in change-point detection and volatility modeling

Teaching & Supervision: Currently teaches Financial Statistics (ST436). Past PhD students include notable researchers in statistical theory and applications. Advises on doctoral research in time series and machine learning.