David H. Bailey

"Computo ergo sum."

http://www.davidhbailey.com

Updated: 22 August 2016

Affiliations

Bailey has two affiliations for his professional research work:
  1. Senior Scientist (retired), Computational Research Department, Lawrence Berkeley National Laboratory. Bailey officially retired from LBNL effective 27 June 2013, but continues as an active researcher.
  2. Research Associate, Department of Computer Science, University of California, Davis (February 2013 - present).

Research overview

High performance computing. Bailey is a leading figure in the field of high-performance scientific computing, with research ranging from numerical algorithms to supercomputer performance studies. He is author or co-author of one book and over 100 papers in this field. His paper "The NAS Parallel Benchmarks" (co-authored with several colleagues at NASA Ames Research Center) is widely cited in performance studies of scientific computer systems. His paper "FFTs in External or Hierarchical Memory" presented a technique for performing the fast Fourier transform (FFT) on parallel and hierarchical memory computers that is the now basis of many FFT implementations on modern computer systems. He has received the Sidney Fernbach Award from the IEEE Computer Society, the Gordon Bell Prize from the Association for Computing Machinery, and the Test of Time Award from the ACM/IEEE Supercomputing Conference.

Computational and experimental mathematics. Bailey is also a leading figure in the field of computational and experimental mathematics, applying high performance computing to problems in research mathematics. He is author or co-author of six books and over 100 papers in this field, many of them in conjunction with his long-time collaborator Jonathan M. Borwein of the University of Newcastle, Australia (deceased August 2, 2016). Bailey is also a co-author of two widely used high-precision computation software packages. His best-known paper in this area, "On the Rapid Computation of Various Polylogarithmic Constants," co-authored with Peter Borwein (Jonathan Borwein's brother) and Simon Plouffe, describes a new formula for pi that permits one to directly calculate binary digits of pi beginning at an arbitrary starting position (this formula was discovered using Bailey's computer implementation of the PSLQ algorithm). In two more recent papers, Bailey and the late Richard Crandall demonstrated a connection between these formulas and a fundamental question about digit randomness. Bailey has received the Chauvenet Prize and the Merten Hesse Prize from the Mathematical Association of America.

Financial mathematics. Bailey, together with his colleagues Jonathan Borwein (deceased), Marcos Lopez de Prado (of Guggenheim Partners) and Jim Qiji Zhu (of Western Michigian University), have written a series of papers on mathematical finance. Their best-known paper in this area, "Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance," has attracted considerable interest in the field (see Press reports for details).

Other activities. Bailey operates a website and blog devoted to experimental mathematics. He also writes articles on mathematics and science for the Huffington Post and the Conversation. In addition, Bailey, Marcos Lopez de Prado and Jim Qiji Zhu operate a website and blog devoted to financial mathematics and the misuse of mathematics in the field.

See Books directory for a list of published books, and Papers directory for a full list of over 200 technical papers, including web links to preprint copies.

Additional information, in alphabetical order:

  1. Books. Bailey has written one book on performance science, six books on computational and experimental mathematics, and a CD-ROM reference. All of these books are available at Amazon.com or directly from the respective publishers. Additional information on these books is available here:

  2. Conversation articles. Bailey and his colleague Jonathan Borwein have authored articles for The Conversation, an international forum of academic research and discussion based in Melbourne, Australia. A listing of these articles is available here:

  3. Disclaimer and copyright. This site is owned and operated by David H. Bailey. Material on this site is provided for research purposes only, and does not necessarily reflect the views or policies of the Lawrence Berkeley National Lab, the University of California, Davis or any other organization. Except where explicitly stated otherwise, all material on this site is copyrighted by David H. Bailey (c) 2016.

  4. Experimental Mathematics website and blog. Bailey has published numerous research studies in the area of "experimental" (computer-assisted) mathematics, which establish that modern high-performance computer technology can be effectively utilized as a tool for mathematical research:

  5. Financial Mathematics website and blog. Bailey, together with his colleagues Marcos Lopez de Prado of Guggenheim and Qiji Jim Zhu of Western Michigan University, have written a series of papers in mathematical finance, with the objective of helping researchers and investors distinguish mathematically sound techniques from the unfortunately much larger body of questionable techniques that sadly pervade the finance community and financial news.:

  6. High-precision software library. Bailey is a co-author of several software libraries for high-precision computation. These libraries include translation facilities so that one can use, with minor modifications, ordinary Fortran or C++ programs to perform high-precision calculations:

  7. Huffington Post articles. Bailey has authored articles for the Huffington Post, a popular news and information based in the U.S. that was recently named the world's most influential blog/news site by the U.K. Guardian:

  8. Online papers. Online copies of over 180 of Bailey's technical papers are available here:

  9. Online talks. Online copies of many of Bailey's recent lectures are available here:

  10. Personal website. Some articles, papers, photos and other materials not directly related to Bailey's scientific research work are available at this website:

  11. Photos.

  12. Pi. In 1996, Peter Borwein (brother of Jonathan Borwein), Simon Plouffe and Bailey co-authored a paper that presents a new formula for pi:

    This formula, now known as the "BBP formula for pi", permits one to compute binary or hexadecimal digit of pi beginning at an arbitrary starting position n, without needing to compute any of the first n-1 digits, by means of a simple scheme that requires very little memory. It was originally discovered by Simon Plouffe using a computer program written by Bailey that implements a simplified version of Helaman Ferguson's "PSLQ" algorithm. More recently, Richard Crandall and Bailey have shown that there is a connection between the new pi formula and the centuries-old question of normality (ie, statistical randomness of digits in a certain sense) of pi and various other math constants.

    Some additional information on pi:


  13. Press reports. Here are some press reports mentioning Bailey:

  14. Resume. Bailey's detailed curriculum vitae (resume), including a list of publications, is available here: