Piotr Fryzlewicz

发表

Predictive, finite-sample model choice for time series under stationarity and non-stationarity

Tobias Kley, Philip Preuss, Piotr Fryzlewicz, 2016, Electronic Journal of Statistics.

Variance Stabilization by Data-Driven Haar-Fisz (forMicroarrays)

Piotr Fryzlewicz, Guy P. Nason, Efthimios Motakis, 2013 .

Data and text mining Variance stabilization and normalization for one-color microarray data using a data-driven multiscale approach

Piotr Fryzlewicz, Guy P. Nason, E. S. Motakis, 2006 .

Random Rotation Ensembles

Piotr Fryzlewicz, Rico Blaser, P. Fryzlewicz, 2016, J. Mach. Learn. Res..

hdbinseg: Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation

Piotr Fryzlewicz, Haeran Cho, P. Fryzlewicz, 2018 .

Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization

Piotr Fryzlewicz, Christine Yuen, P. Fryzlewicz, 2020, J. Comput. Graph. Stat..

Ranking-Based Variable Selection for high-dimensional data

Piotr Fryzlewicz, Rafal Baranowski, Yining Chen, 2020, Statistica Sinica.

Multiple‐change‐point detection for high dimensional time series via sparsified binary segmentation

Piotr Fryzlewicz, Haeran Cho, P. Fryzlewicz, 2015, 1611.08639.

Forecasting non-stationary time series by wavelet process modelling

Piotr Fryzlewicz, Sébastien Van Bellegem, Rainer von Sachs, 2003 .

A wavelet-based model for forecasting non-stationary processes

Rainer von Sachs, Piotr Fryzlewicz, Sébastien Van Bellegem, 2003 .

Wild binary segmentation for multiple change-point detection

Piotr Fryzlewicz, P. Fryzlewicz, 2014, 1411.0858.

Thick pen transformation for time series

Piotr Fryzlewicz, Hee-Seok Oh, P. Fryzlewicz, 2011 .

Multiscale breakpoint detection in piecewise stationary AR models

Piotr Fryzlewicz, Haeran Cho, 2008 .

GOES‐8 X‐ray sensor variance stabilization using the multiscale data‐driven Haar–Fisz transform

Véronique Delouille, Piotr Fryzlewicz, Guy P. Nason, 2007 .

Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets

Piotr Fryzlewicz, Haeran Cho, 2011, Stat. Comput..

Discussion of "Statistical modelling of citation exchange between statistics journals" by Varin, Cattelan and Firth

Piotr Fryzlewicz, P. Fryzlewicz, 2015 .

SHAH: SHape-Adaptive Haar Wavelets for Image Processing

Catherine Timmermans, Piotr Fryzlewicz, P. Fryzlewicz, 2016 .

Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection

Piotr Fryzlewicz, P. Fryzlewicz, 2018, Journal of the Korean Statistical Society.

Wavelet methods

Piotr Fryzlewicz, P. Fryzlewicz, 2010 .

Narrowest Significance Pursuit: inference for multiple change-points in linear models

Piotr Fryzlewicz, 2020 .

Multiscale and multilevel technique for consistent segmentation of nonstationary time series

Piotr Fryzlewicz, Haeran Cho, P. Fryzlewicz, 2016, 1611.09727.

BIVARIATE HARD THRESHOLDING IN WAVELET FUNCTION ESTIMATION

Piotr Fryzlewicz, P. Fryzlewicz, 2007 .

Discussion of \Multiscale change point inference" by Frick, Munk and Sieling

Piotr Fryzlewicz, 2013 .

CNLTreg: Complex-Valued Wavelet Lifting for Signal Denoising

Piotr Fryzlewicz, Marina I. Knight, Matthew Nunes, 2017 .

Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery

Piotr Fryzlewicz, Anna Louise Schröder, P. Fryzlewicz, 2013 .

Multiscale network analysis through tail-greedy bottom-up approximation, with applications in neuroscience

Mark Kramer, Catherine Chu, Piotr Fryzlewicz, 2017, 2017 51st Asilomar Conference on Signals, Systems, and Computers.

Detecting multiple generalized change-points by isolating single ones

Piotr Fryzlewicz, Andreas Anastasiou, P. Fryzlewicz, 2019, Metrika.

Complex-Valued Wavelet Lifting and Applications

Piotr Fryzlewicz, Matthew A. Nunes, Marina I. Knight, 2018, Technometrics.

Regularizing axis-aligned ensembles via data rotations that favor simpler learners

Piotr Fryzlewicz, Rico Blaser, 2021, Stat. Comput..

Robust Narrowest Significance Pursuit: inference for multiple change-points in the median

Piotr Fryzlewicz, 2021 .

Smoothing the wavelet periodogram using the Haar-Fisz transform

Piotr Fryzlewicz, Guy P. Nason, G. Nason, 2004 .

Simultaneous multiple change-point and factor analysis for high-dimensional time series

Piotr Fryzlewicz, Matteo Barigozzi, Haeran Cho, 2016, Journal of Econometrics.

Consistent Classification of Nonstationary Time Series Using Stochastic Wavelet Representations

Hernando Ombao, Piotr Fryzlewicz, H. Ombao, 2009 .

Wavelet Methods in Statistics

Piotr Fryzlewicz, P. Fryzlewicz, 2007 .

NOVELIST estimator of large correlation and covariance matrices and their inverses

Piotr Fryzlewicz, P. Fryzlewicz, Na Huang, 2018, TEST.

Modelling and forecasting financial log-returns as locally stationary wavelet processes

Piotr Fryzlewicz, P. Fryzlewicz, 2005 .

The Dantzig Selector in Cox's Proportional Hazards Model

Anestis Antoniadis, Piotr Fryzlewicz, A. Antoniadis, 2009 .

Mixing properties of ARCH and time-varying ARCH processes

Piotr Fryzlewicz, Suhasini Subba Rao, P. Fryzlewicz, 2011, 1102.2053.

Parametric modelling of thresholds across scales in wavelet regression

Anestis Antoniadis, Piotr Fryzlewicz, 2006 .

Haar–Fisz estimation of evolutionary wavelet spectra

Piotr Fryzlewicz, Guy P. Nason, G. Nason, 2006 .

Wavelet techniques for time series and poisson data

Piotr Fryzlewicz, 2004 .

Data-driven wavelet-Fisz methodology for nonparametric function estimation

Piotr Fryzlewicz, P. Fryzlewicz, 2007, 0711.0883.

A Wavelet-Fisz Approach to Spectrum Estimation

Piotr Fryzlewicz, Rainer von Sachs, Guy P. Nason, 2008 .

Estimating linear dependence between nonstationary time series using the locally stationary wavelet model

Piotr Fryzlewicz, Matt W. Jones, P. Fryzlewicz, 2010 .