David H. Bailey
"Computo ergo sum."
Updated: 13 Apr 2014
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, the U.S. Department of Energy or any other organization.
- 11 Apr 2014: Bailey was quoted in a Bloomberg News article. It quotes Bailey and his co-authors as saying, "We strongly suspect that such back-test overfitting is a large part of the reason why so many algorithmic or systematic hedge funds do not live up to the elevated expectations generated by their managers."
- 22 Mar 2014: On Tuesday March 26, 2014, Bailey and his colleague Marcos Lopez de Prado will jointly present a talk How to spot backtest overfitting at the Battle of the Quants meeting in New York City.
- 23 Dec 2013: Bailey has been designated a "Distinguished Speaker" by the Association for Computing Machinery. Details are available at the ACM Distinguished Speaker site.
- 23 Oct 2013: Bailey and his colleague Jonathan Borwein, together with Marcos Lopez de Prado and Qiji Jim Zhu, launched a website and blog devoted to financial mathematics. The site includes papers, news and a blog, where financial mathematics and related issues are discussed. The objective is to help readers distinguish between mathematically sound techniques of and the unfortunately much larger body of highly questionable methods that sadly pervade the finance community and financial news. For details, see Financial Math site.
- 25 Jul 2013: An article by Bailey and Jon Borwein, together with Andrew Mattingly and Glenn Wightwick of IBM Australia, has appeared in the Notices of the American Mathematical Society. The article is featured on the cover of the August 2013 issue, which can be seen here.
- 25 Apr 2013: Bailey was quoted in the Institutional Investor and also in the San Jose Mercury News on the potential of using high-performance computer technology to warn of impending stock market crashes.
- 4 Mar 2013: Bailey was quoted in Quanta (the Simons Foundation news column) and in a Wired news report on the increasingly complexity of mathematical and scientific computation, and the need for reproducibility in the field.
- 20 Nov 2012: The Bailey-Borwein Huffington Post article on the age of the Earth has been read at least 250,000 times (extrapolating from 2500 "Likes").
- 11 Apr 2012: Bailey's book Exploratory Experimentation in Mathematics: Selected Works is out -- see in "Books" below.
- 28 Apr 2011: Bailey was mentioned on the
Dept. of Energy website about pi-squared computation.
Bailey has two affiliations for his professional research work:
- Senior Scientist, Computational Research Dept., Lawrence Berkeley National Laboratory (March 1998 - June 2013). Bailey has retired from LBNL (effective 27 June 2013), but continues as an active researcher.
- Research Fellow, Department of Computer Science, University of California, Davis (February 2013 - present).
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 authored a paper on a technique for performing the fast Fourier transform on parallel and hierarchical memory computers that is the now basis of many FFT implementations on modern computer systems. His paper "The NAS Parallel Benchmarks" is widely cited in performance studies of scientific computer systems. He has received both the Sidney Fernbach Award from the IEEE Computer Society and the Gordon Bell Prize from the Association for Computing Machinery. He serves on the Steering Committee of the Supercomputing conferences, the most prominent conference series in the high performance computing field. See the Papers page for a list of publications in this area.
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 an author of two high-precision computation software packages that are widely used in the field. His best-known paper in this area (co-authored with Peter Borwein 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 the digit randomness of pi. Bailey has received the Chauvenet Prize and the Merten Hesse Prize from the Mathematical Association of America. He has co-authored four books and numerous papers, including several in flagship publications such as the Notices of the American Mathematical Society and the American Mathematical Monthly. See the Papers page for a list of publications in this area.
Financial mathematics. Bailey, together with his colleagues Jonathan Borwein (of the University of Newcastle, Australia), Marcos Lopez de Prado (of Hess Energy Trading Company) and Jim Qiji Zhu (of Western Michigian University), have written a series of papers on mathematical finance, helping to distinguish mathematically sound techniques from the unfortunately much larger body of questionable techniques that sadly pervade the finance community and financial news. See the Financial Math site and the Papers page for additional details on this research.
Other activities. Bailey and his colleague Jonathan Borwein jointly operate a Website devoted to experimental mathematics, write articles on math, computing, science and society for the Math Drudge blog, and contribute articles to the Huffington Post and the Conversation. More recently, Bailey, Borwein, Marcos Lopez de Prado and Jim Qiji Zhu have instituted a Website and Blog devoted to financial mathematics and related issues.
Bailey has written one book on performance science, four books on computational and experimental mathematics, a CD-ROM reference. All of these books are available at Amazon.com or directly from the respective publishers. Further information on the experimental math books is available in the Books section of the experimental math website. The performance tuning book is available Here.
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:
Experimental Mathematics website
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. Here is a website with additional information:
Financial Mathematics website
Bailey and Borwein, together with their colleagues Marcos Lopez de Prado of Hess Energy Trading Co. and Qiji Jim Zhu of Western Michigan University, have recently 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. Here is a website with additional information:
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:
Huffington Post articles
Bailey and his colleague Jonathan Borwein have 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 in a U.K. Guardian article. A listing of these articles is available here:
Math Drudge blog
Bailey and his collaborator Jonathan Borwein, jointly operate the "Math Drudge" blog, which contains essays, news and other material in the realm of mathematics, computing and scientific research:
Mathematical Investor blog
Bailey and Borwein, together with their colleagues Marcos Lopez de Prado and Qiji Jim Zhu, operate the "Mathematical Investor" blog, which contains essays, news and other material in the realm of financial mathematics and related disciplines:
Online copies of over 180 of Bailey's technical papers are available here:
Online copies of many of Bailey's recent lectures are available here:
Some articles, papers, photos and other materials not directly related
to Bailey's scientific research work are available at this website:
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 the n-th binary or hexadecimal digit of pi, without computing the first n-1 digits, by means of a simple scheme that requires very little memory. It was 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:
- Bailey's pi website:
- Science News article (April 24, 2004):
PDF (5 Mbyte)
- Scientific American article (May 2003):
- See if your name is coded in the first four billion binary digits of pi:
- Fax to Bailey from "The Simpsons" TV show:
Note: The 40,000th digit of pi was provided to the show by Bailey, and this was aired in the show on 6 May 1993 -- search for "Marge in Chains" at
Simpson math website.
Bailey's detailed curriculum vitae (resume), including a list of publications, is
This blog, contains essays, news and other material in the realm of modern science and religion.
This contains over 80 articles on modern science and religion, discussing many issues involved and underscoring the pointlessness of a "war" between the two disciplines.
Websites of interest
- Jonathan Borwein's website -- interesting links on general mathematics and experimental mathematics:
Jonathan Borwein's website
- Peter Borwein's website -- lots of information on pi and number theory:
Peter Borwein's website
- Richard Crandall's Perfectly Scientific website (constructed by Richard Crandall, deceased 2012) -- useful tools for computational number theory:
Perfectly Scientific website
- James Demmel's website -- lots of information on computational linear algebra and computer science:
James Demmel's website
- Helaman Ferguson's website -- numerous photos of his beautiful mathematical sculptures:
Helaman Ferguson's website