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Information of interest

I am a Postdoctoral Fellow in the Modelling and Simulation in Life and Materials Sciences research group at BCAM. 

I obtained my PhD in Mathematics and Statistics in June 2025 from the Euskal Herriko Unibertsitatea (EHU) with a thesis entitled “Optimising performance of Hamiltonian Monte Carlo (HMC) in molecular simulation and computational statistics”, supervised by Prof. Elena Akhmatskaya (BCAM) and Prof. Jesús María Sanz-Serna (Universidad Carlos III de Madrid). My doctoral research was funded by the La Caixa – INPhINIT 2020 Fellowship.

My research interests focus on the development and analysis of computational methods for mathematical models applied to real-world problems. In particular, I work on the improvement of Hybrid/Hamiltonian Monte Carlo (HMC) methods and its Generalized version (GHMC) for applications in molecular simulation and computational statistics, with a particular emphasis on adaptive multi-stage integration schemes. 

I obtained a Master’s degree in Mathematics in 2019 and a Bachelor’s degree in Mathematics in 2016 from the Università degli Studi di Napoli “Federico II”.

  • Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo 

    Nagar, L.Autoridad BCAM; Fernández-Pendás, M.; Sanz-Serna, J.M.; Akhmatskaya, E.Autoridad BCAM (2024-01-26)
    Hamiltonian Monte Carlo (HMC) is a powerful tool for Bayesian statistical inference due to its potential to rapidly explore high dimensional state space, avoiding the random walk behavior typical of many Markov Chain Monte ...

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