Piotr Fryzlewicz

Available identifiers

zbMath Open fryzlewicz.piotrWikidataQ80026028 ScholiaQ80026028MaRDI QIDQ108005

List of research outcomes

Publication	Date of Publication	Type
Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm	2024-04-15	Paper
Detection of Multiple Structural Breaks in Large Covariance Matrices	2024-03-06	Paper
Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization	2022-06-24	Paper
Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection	2022-04-27	Paper
Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection -- rejoinder	2022-04-27	Paper
Detecting multiple generalized change-points by isolating single ones	2022-02-11	Paper
nsp	2021-12-21	Software
Regularizing axis-aligned ensembles via data rotations that favor simpler learners	2021-06-03	Paper
Ranking-Based Variable Selection for high-dimensional data	2020-11-16	Paper
Predictive, finite-sample model choice for time series under stationarity and non-stationarity	2019-10-04	Paper
Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features	2019-09-26	Paper
NOVELIST estimator of large correlation and covariance matrices and their inverses	2019-09-18	Paper
Regularised forecasting via smooth-rough partitioning of the regression coefficients	2019-07-12	Paper
Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation	2019-06-12	Paper
Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes	2019-05-09	Paper
High Dimensional Variable Selection via Tilting	2019-04-30	Paper
Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal	2018-11-22	Paper
Tail-greedy bottom-up data decompositions and fast multiple change-point detection	2018-10-25	Paper
Simultaneous multiple change-point and factor analysis for high-dimensional time series	2018-08-29	Paper
Multiple change-point detection for non-stationary time series using Wild Binary Segmentation	2017-02-17	Paper
Multiple change-point detection for non-stationary time series using Wild Binary Segmentation	2017-01-01	Paper
Predictive, finite-sample model choice for time series under stationarity and non-stationarity	2016-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q2810762	2016-06-06	Paper
Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery	2015-12-10	Paper
Consistent Classification of Nonstationary Time Series Using Stochastic Wavelet Representations	2015-06-22	Paper
Wild binary segmentation for multiple change-point detection	2015-01-06	Paper
Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously	2014-10-13	Paper
Rejoinder: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously	2014-10-13	Paper
High-dimensional volatility matrix estimation via wavelets and thresholding	2014-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q2864557	2013-11-25	Paper
Data-driven wavelet-Fisz methodology for nonparametric function estimation	2013-05-24	Paper
Multiscale and multilevel technique for consistent segmentation of nonstationary time series	2012-03-08	Paper
The Dantzig Selector in Cox's Proportional Hazards Model	2011-11-26	Paper
Thick Pen Transformation for Time Series	2011-11-21	Paper
Multiscale interpretation of taut string estimation and its connection to unbalanced Haar wavelets	2011-09-08	Paper
Mixing properties of ARCH and time-varying ARCH processes	2011-09-02	Paper
A wavelet-Fisz approach to spectrum estimation	2010-04-22	Paper
Unbalanced Haar Technique for Nonparametric Function Estimation	2009-06-12	Paper
Parametric modelling of thresholds across scales in wavelet regression	2009-01-15	Paper
Normalized least-squares estimation in time-varying ARCH models	2008-04-23	Paper
https://portal.mardi4nfdi.de/entity/Q5449208	2008-03-11	Paper
GOES-8 X-Ray Sensor Variance Stabilization Using the Multiscale Data-Driven Haar–Fisz Transform	2007-09-07	Paper
A Haar–Fisz technique for locally stationary volatility estimation	2007-04-23	Paper
Haar–Fisz Estimation of Evolutionary Wavelet Spectra	2006-11-14	Paper
Forecasting non-stationary time series by wavelet process modelling	2004-09-27	Paper

Research outcomes over time

Doctoral students

Doctoral Student
Jean Sanderson
Haeran Cho
Anna Louise Schroeder
Karolos Korkas
Na Huang
Wenqian Cheng
Rafal Baranowski
Hyeyoung Maeng
Anna Louise Schröder
Lok Ting Yuen
Rico Blaser

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
academic degree	Doctor of Philosophy
doctoral advisor	Guy P. Nason
doctoral student	Jean Sanderson
doctoral student	Haeran Cho
doctoral student	Anna Louise Schroeder
doctoral student	Karolos Korkas
doctoral student	Na Huang
doctoral student	Wenqian Cheng
doctoral student	Rafal Baranowski
doctoral student	Hyeyoung Maeng
doctoral student	Anna Louise Schröder
doctoral student	Lok Ting Yuen
doctoral student	Rico Blaser
educated at	University of Bristol
employer	London School of Economics and Political Science
given name	Piotr
instance of	human
occupation	researcher
occupation	professor
on focus list of Wikimedia project	LSEThesisProject
sex or gender	male

This page was built for person: Piotr Fryzlewicz