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Information of interest

I am a PhD Student since January 2021 (former Research Technician 07/01/20 - 31/12/20) in the group "Modelling and Simulation in Life and Material Sciences". I obtained the La Caixa - INPhINIT 2020 fellowship joining the project "Optimising performance of Hamiltonian Monte Carlo (HMC) in molecular simulation and computational statistics", supervised by Prof. Akhmatskaya (MSLMS group) and Prof. Sanz-Serna (Universidad Carlo III de Madrid).

My research interest concerns the study of dynamical systems and the development and improvement of numerical methods for mathematical models.
I am working on the improvement of the Hybrid/Hamiltonian Monte Carlo methods (HMC) and its Generalized version (GHMC) applied to molecular simulation and statistics, focusing on the adaptive multi-stage integration schemes.

I obtained the Master's degree in Mathematics at Universitá degli Studi di Napoli "Federico II" in 2019 and the Bachelor's degree in Mathematics in 2016 at the same institution.

  • 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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