Items where Author is "Fryzlewicz, Piotr"

Number of items: 71.
Article
  • Testing stationarity and change point detection in reinforcement learning. (2025) Li, Mengbing; Shi, Chengchun; Wu, Zhenke; Fryzlewicz, Piotr picture_as_pdf
  • Fast and optimal inference for change points in piecewise polynomials via differencing. (2025) Gavioli-Akilagun, Shakeel; Fryzlewicz, Piotr picture_as_pdf
  • Robust Narrowest Significance Pursuit:inference for multiple change-points in the median. (2024) Fryzlewicz, Piotr picture_as_pdf
  • Multiscale autoregression on adaptively detected timescales. (2024) Baranowski, Rafal; Chen, Yining; Fryzlewicz, Piotr picture_as_pdf
  • Book review:Telling stories with data: with applications in R. (2024) Fryzlewicz, Piotr picture_as_pdf
  • Authors' reply to the discussion of 'Automatic change-point detection in time series via deep learning' at the discussion meeting on 'Probabilistic and statistical aspects of machine learning'. (2024) Li, Jie; Fearnhead, Paul; Fryzlewicz, Piotr; Wang, Tengyao picture_as_pdf
  • Automatic change-point detection in time series via deep learning. (2024) Li, Jie; Fearnhead, Paul; Fryzlewicz, Piotr; Wang, Tengyao picture_as_pdf
  • Regularizing axis-aligned ensembles via data rotations that favor simpler learners. (2021) Blaser, Rico; Fryzlewicz, Piotr picture_as_pdf
  • Detecting possibly frequent change-points:Wild Binary Segmentation 2 and steepest-drop model selection. (2020) Fryzlewicz, Piotr picture_as_pdf
  • Detecting possibly frequent change-points:Wild Binary Segmentation 2 and steepest-drop model selection—rejoinder. (2020) Fryzlewicz, Piotr picture_as_pdf
  • Ranking-based variable selection for high-dimensional data. (2020) Baranowski, Rafal; Chen, Yining; Fryzlewicz, Piotr
  • Detection of gamma-ray transients with wild binary segmentation. (2020) Antier, S; Barynova, K; Fryzlewicz, Piotr; Lauchard, C; Marchal-Duval, G picture_as_pdf
  • Predictive, finite-sample model choice for time series under stationarity and non-stationarity. (2019) Kley, Tobias; Preuss, Philip; Fryzlewicz, Piotr picture_as_pdf
  • Narrowest-over-threshold detection of multiple change points and change-point-like features. (2019) Baranowski, Rafal; Chen, Yining; Fryzlewicz, Piotr picture_as_pdf
  • Regularised forecasting via smooth-rough partitioning of the regression coefficients. (2019) Maeng, Hye Young; Fryzlewicz, Piotr picture_as_pdf
  • Tail-greedy bottom-up data decompositions and fast mulitple change-point detection. (2018) Fryzlewicz, Piotr
  • Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal. (2018) Fryzlewicz, Piotr
  • Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018) Barigozzi, Matteo; Cho, Haeran; Fryzlewicz, Piotr
  • NOVELIST estimator of large correlation and covariance matrices and their inverses. (2018) Huang, Na; Fryzlewicz, Piotr
  • Complex-valued wavelet lifting and applications. (2018) Hamilton, Jean; Nunes, Matthew A.; Knight, Marina I.; Fryzlewicz, Piotr
  • Multiscale network analysis through tail-greedy bottom-up approximation, with applications in neuroscience. (2018) Kang, Xinyu; Fryzlewicz, Piotr; Chu, Catherine; Kramer, Mark; Kolaczyk, Eric D.
  • Multiple change-point detection for non-stationary time series using wild binary segmentation. (2017) Korkas, Karolos K.; Fryzlewicz, Piotr
  • Random rotation ensembles. (2016) Blaser, Rico; Fryzlewicz, Piotr
  • SHAH: SHape-Adaptive Haar wavelets for image processing. (2016) Fryzlewicz, Piotr; Timmermans, Catherine
  • Multiple-change-point detection for high dimensional time series via sparsified binary segmentation. (2015) Cho, Haeran; Fryzlewicz, Piotr
  • Relative liquidity and future volatility. (2015) Valenzuela, Marcela; Zer, Ilknur; Fryzlewicz, Piotr; Rheinlander, Thorsten
  • Wild binary segmentation for multiple change-point detection. (2014) Fryzlewicz, Piotr
  • Multiple-change-point detection for auto-regressive conditional heteroscedastic processes. (2014) Fryzlewicz, Piotr; Subba Rao, Suhasini
  • Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. (2013) Schroeder, Anna Louise; Fryzlewicz, Piotr
  • Errata on 'Multiscale and multilevel technique for consistent segmentation of nonstationary time series', Statistica Sinica (2012), vol. 22, no. 1, pp. 207-229. (2013) Cho, Haeran; Fryzlewicz, Piotr
  • High dimensional variable selection via tilting. (2012) Cho, Haeran; Fryzlewicz, Piotr
  • Rejoinder: time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously. (2012) Fryzlewicz, Piotr
  • Time–Threshold Maps: Using information from wavelet reconstructions with all threshold values simultaneously. (2012) Fryzlewicz, Piotr
  • Multiscale and multilevel technique for consistent segmentation of nonstationary time series. (2012) Cho, Haeran; Fryzlewicz, Piotr
  • Thick pen transformation for time series. (2011) Fryzlewicz, Piotr; Oh, H. S.
  • Mixing properties of ARCH and time-varying ARCH processes. (2011) Fryzlewicz, Piotr; Subba Rao, Suhasini
  • Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets. (2011) Cho, Haeran; Fryzlewicz, Piotr
  • The Dantzig selector in Cox's proportional hazards model. (2010) Antoniadis, Anestis; Fryzlewicz, Piotr; Letué, Frédérique
  • Estimating linear dependence between nonstationary time series using the locally stationary wavelet model. (2010) Sanderson, Jean; Fryzlewicz, Piotr; Jones, M. W.
  • On the thick-pen transformation for time series. (2010) Fryzlewicz, Piotr; Oh, Hee-Seok
  • Wavelet methods. (2010) Fryzlewicz, Piotr
  • Consistent classification of non-stationary time series using stochastic wavelet representations. (2009) Fryzlewicz, Piotr; Ombao, Hernando
  • A wavelet-Fisz approach to spectrum estimation. (2008) Fryzlewicz, Piotr; Nason, Guy P.; von Sachs, Rainer
  • Data-driven wavelet-Fisz methodology for nonparametric function estimation. (2008) Fryzlewicz, Piotr
  • Normalized least-squares estimation in time-varying ARCH models. (2008) Fryzlewicz, Piotr; Sapatinas, Theofanis; Subba Rao, Suhasini
  • Unbalanced Haar technique for nonparametric function estimation. (2007) Fryzlewicz, Piotr
  • Bivariate hard thresholding in wavelet function estimation. (2007) Fryzlewicz, Piotr
  • GOES-8 X-ray sensor variance stabilization using the multiscale data-driven Haar-Fisz transform. (2007) Fryzlewicz, Piotr; Delouille, V´eronique; Nason, Guy P.
  • A Haar-Fisz technique for locally stationary volatility estimation. (2006) Fryzlewicz, Piotr; Sapatinas, Theofanis; Subba Rao, Suhasini
  • Variance stabilization and normalization for one-color microarray data using a data-driven multiscale approach. (2006) Motakis, E. S.; Nason, Guy P.; Fryzlewicz, Piotr; Rutter, G. A
  • Parametric modelling of thresholds across scales in wavelet regression. (2006) Antoniadis, Anestis; Fryzlewicz, Piotr
  • Haar-Fisz estimation of evolutionary wavelet spectra. (2006) Fryzlewicz, Piotr; Nason, Guy P.
  • Modelling and forecasting financial log-returns as locally stationary wavelet processes. (2005) Fryzlewicz, Piotr
  • A Haar-Fisz algorithm for poisson intensity estimation. (2004) Fryzlewicz, Piotr; Nason, Guy P.
  • Forecasting non-stationary time series by wavelet process modelling. (2003) Fryzlewicz, Piotr; van Bellegem, Sébastien; von Sachs, Rainer
  • Cross-covariance isolate detect:a new change-point method for estimating dynamic functional connectivity. Anastasiou, Andreas; Cribben, Ivor; Fryzlewicz, Piotr picture_as_pdf
  • Detecting linear trend changes in data sequences. Maeng, Hyeyoung; Fryzlewicz, Piotr picture_as_pdf
  • Detecting multiple generalized change-points by isolating single ones. Anastasiou, Andreas; Fryzlewicz, Piotr picture_as_pdf
  • Detection of multiple structural breaks in large covariance matrices. Li, Yu-Ning; Li, Degui; Fryzlewicz, Piotr picture_as_pdf
  • Exploiting disagreement between high-dimensional variable selectors for uncertainty visualization. Yuen, Christine; Fryzlewicz, Piotr picture_as_pdf
  • Multiple change point detection under serial dependence:wild contrast maximisation and gappy Schwarz algorithm. Cho, Haeran; Fryzlewicz, Piotr picture_as_pdf
  • Narrowest Significance Pursuit:inference for multiple change-points in linear models. Fryzlewicz, Piotr picture_as_pdf
    • Chapter
  • Locally stationary wavelet coherence with application to neuroscience. (2007) Sanderson, Jean; Fryzlewicz, Piotr
  • A data-driven HAAR-FISZ transform for multiscale variance stabilization. (2006) Fryzlewicz, Piotr; Delouille, V
  • A wavelet-based model for forecasting non-stationary processes. (2003) van Bellegem, Sébastien; Fryzlewicz, Piotr; von Sachs, Rainer
    • Conference or Workshop Item
  • Multiscale breakpoint detection in piecewise stationary AR models. (2008) Cho, Haeran; Fryzlewicz, Piotr
  • Locally stationary wavelet coherence with application to neuroscience. (2007) Sanderson, Jean; Fryzlewicz, Piotr
    • Report
  • Smoothing the wavelet periodogram using the Haar-Fisz transform. (2004) Fryzlewicz, Piotr; Nason, Guy P.
    • Thesis
  • Wavelet techniques for time series and poisson data. (2003) Fryzlewicz, Piotr
  • The application of linear programming to American option valuation in the jump-diffusion model. (2000) Fryzlewicz, Piotr
    • Working paper
  • A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. (2011) Christodoulaki, Olga; Cho, Haeran; Fryzlewicz, Piotr