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Research Interest

• Rare event simulation, large deviations, stationary processes, measure preserving transformations.

• Graphical models, causal models, time series models, MCMC methods, importance sampling algorithms, forecasting methods.

• Decision theory: utility theory, multicriteria methods and social choice.

• Queueing networks and statistical models in biology.

This is the personal webpage of Karol Alberto Rosen Esquivel. I received a MSc. degree in mathematics oriented towards probability and statistics from the National Autonomous University of Mexico. Since 2007 I work in a personal project applying graphical models and Bayesian hierarchical models to make forecasts in sports, in particular in baseball, ice hockey and American football.

The TENETS project at the University of Twente aims at developing asymptotically efficient importance sampling algorithms to estimate rare event probabilities in non-Markovian queueing networks. My participation in this project produced the paper "Large deviations for the overflow level of G/G/1 queues in series".