A - Z Index | Phone Book | Jobs
About

David H. Bailey

David-Bailey-headshot-3x4.jpg
David H. Bailey
Group Lead and Senior Scientist, Complex Systems Group
Phone: +1-510-495-2773
Fax: +1 510 486 4300

Biographical Sketch

David H. Bailey, the leader of the Complex Systems Group (CXG) and the Director of the Center for Innovative Financial Technology (CIFT), is a leading figure in both the high-performance scientific computing and computational mathematics fields. He is the author of five books and more than 160 research papers. His contributions have been recognized with several major awards, including the Sidney Fernbach Award from the IEEE Computer Society, the Gordon Bell Prize from the Association of Computing Machinery, and the Chauvenet Prize and the Merten Hasse Prize from the Mathematical Association of America.  He is the only person to have received major awards from all three of these professional societies.

» Some recent publications are listed below.  For a full list of publications and other information, please visit Bailey’s personal website.

 

 

 

Journal Articles

David H. Bailey, Marcos M. Lopez de Prado and Eva del Pozo, "The strategy approval decision: A Sharpe ratio indifference curve approach", Algorithmic Finance, April 2, 2013, 2:99-109,

Francisco J. Aragon Artacho, David H. Bailey, Jonathan M. Borwein, Peter B. Borwein, "Walking on real numbers", Mathematical Intelligencer, March 15, 2013, 35:42-60,

Anubhav Jain, Ivano E. Castelli, Geoffroy Hautier, David H. Bailey, Karsten W. Jacobsen, "Performance of genetic algorithms in search for water splitting perovskites", Journal of Materials Science, March 14, 2013,

David H. Bailey, Jonathan M. Borwein, Victoria Stodden, "Set the default to 'open'", Notices of the American Mathematical Society, March 5, 2013, to appea,

David H. Bailey, Jonathan M. Borwein, Richard E. Crandall, John Zucker, "Lattice sums arising from the Poisson equation", Journal of Physics A: Mathematical and Theoretical, February 5, 2013, to appea,

David H. Bailey and Jonathan M. Borwein, "Compressed lattice sums arising from the Poisson equation: Dedicated to Professor Hari Sirvastava", Boundary Value Problems, special issue, Proceedings of the International Congress in Honour of Professor Hari M. Srivastava, December 2, 2012, to appea,

David H. Bailey, Jonathan M. Borwein, Christian S. Calude, Michael J. Dinneen, Monica Dumitrescu, Alex Yee, "An empirical approach to the normality of pi", Experimental Mathematics, 2012, 21:375-384,

David H. Bailey, Jonathan M. Borwein, "Ancient Indian square roots: An exercise in forensic paleo-mathematics", American Mathematical Monthly, October 2012, 119:646-657,

David H. Bailey, Jonathan M. Borwein, Richard E. Crandall, Michael G. Rose, "Expectations on fractal sets", Mathematics of Computation, August 22, 2012, to appea,

David H. Bailey and Marcos M. Lopez de Prado, "Balanced baskets: A new approach to trading and hedging risks", Journal of Investment Strategies, August 6, 2012, to appea,

David H. Bailey, Jonathan M. Borwein and Richard E. Crandall, "Computation and theory of extended Mordell-Tornheim-Witten sums", Mathematics of Computation, July 31, 2012, to appea,

David H. Bailey, Jonathan M. Borwein, "On Eulerian log-gamma integrals and Tornheim-Witten zeta functions", Ramanujan Journal, July 28, 2012,

David H. Bailey and Jonathan M. Borwein, "Nonnormality of Stoneham constants", Ramanujan Journal, July 24, 2012, 29:409-422,

David H. Bailey, Marcos M. Lopez de Prado, "The Sharpe ratio efficient frontier", Journal of Risk, July 20, 2012,

David H. Bailey, Jonathan M. Borwein, "Exploration, Experimentation and Computation", International Advances in Mathematics, 2012, 31:1-14,

David H. Bailey and Jonathan M. Borwein, "Hand-to-hand combat with thousand-digit integrals", Journal of Computational Science, 2012, 3:77-86,

David H. Bailey, Roberto Barrio, Jonathan M. Borwein, "High precision computation: Mathematical physics and dynamics", Applied Mathematics and Computation, 2012, 218:10106-1012,

David H. Bailey, Jonathan M. Borwein, "Exploratory experimentation and computation", Notices of the American Mathematical Society, November 2011, 58:1410-1419,

David H. Bailey, Jonathan M. Borwein, Andrew Mattingly, Glenn Wightwick, "The computation of previously inaccessible digits of Pi^2 and Catalan's constant", Notices of the American Mathematical Society, July 5, 2011,

David H. Bailey, Jonathan M. Borwein, "High-precision numerical integration: Progress and challenges", Journal of Symbolic Computation, 2011, 46:741-754,

David H. Bailey, Jonathan M. Borwein, Richard E. Crandall, "Advances in the theory of box integrals", Mathematics of Computation, July 2010, 79:1839-1966,

David H. Bailey, Jonathan M. Borwein, "PSLQ: An algorithm to discover integer relations", Computeralgebra Rundbrief, October 2009, 45:8-11,

David H. Bailey, "Can an evolutionary process generate English text?", Biological Theory, March 1, 2009, 4:125-131,

Bronis R. Supinski, Sadaf Alam, David H. Bailey, Laura Carrington, Chris Daley, Anshu Dubey, Todd Gamblin, Dan Gunter, Paul D. Hovland, Heike Jagode, Karen Karavanic, Gabriel Marin, John Mellor-Crummey, Shirley Moore, Boyana Norris, Leonid Oliker, Catherine Olschanowsky, Philip C. Roth, Martin Schulz, Sameer Shende, Allan Snavely, Wyatt Spear, Mustafa Tikir, Jeff Vetter, Pat Worley, Nicholas Wright, "Modeling the Office of Science ten year facilities plan: The PERI Architecture Tiger Team", Journal of Physics: Conference Series, 2009, 180:012039+, doi: 10.1088/1742-6596/180/1/012039

David H. Bailey, Jonathan M. Borwein, Richard E. Crandall, "Resolution of the Quinn-Rand-Strogatz constant of nonlinear physics", Experimental Mathematics, 2009, 18:107-116,

S. Williams, K. Datta, J. Carter, L. Oliker, J. Shalf, K. Yelick, D. Bailey, "PERI: Auto-tuning Memory Intensive Kernels for Multicore", SciDAC PI Meeting, Journal of Physics: Conference Series, 125 012038, July 2008,

D. Bailey, J. Chame, C. Chen, J. Dongarra, M. Hall, J. Hollingsworth, P. Hovland, S. Moore, K. Seymour, J. Shin, A. Tiwari, S. Williams, H. You, "PERI Auto-tuning", SciDAC PI Meeting, Journal of Physics: Conference Series, 125 012001, 2008,

David H. Bailey, Jonathan M. Borwein, "Computer-assisted discovery and proof", Tapas in Experimental Mathematics, edited by Tewodros Amdeberhan, Victor H. Moll, May 2008, 21-52,

David H. Bailey, Jonathan M. Borwein, David Broadhurst, M. L. Glasser, "Elliptic integral evaluations of Bessel moments", Journal of Physics A: Mathematical and General, 2008, 41:205203,

David H. Bailey, "Review of An Introduction to Parallel and Vector Scientific Computing", Scientific Programming, January 1, 2008, 16:97-98,

David H. Bailey, Robert Lucas, Paul Hovland, Boyana Norris, Kathy Yelick, Dan Gunter, Bronis de Supinski, Dan Quinlan, Pat Worley, Jeff Vetter, Phil Roth, John Mellor-Crummey, Allan Snavely, Jeff Hollingsworth, Dan Reed, Rob Fowler, Ying Zhang, Mary Hall, Jacque Chame, Jack Dongarra, Shirley Moore, "Performance engineering: Understanding and improving the performance of large-scale codes", CT Watch Quarterly, November 2007, 3:18-23,

David H. Bailey, David Borwein, Jonathan M. Borwein, Richard Crandall, "Hypergeometric forms for Ising-class integrals", Experimental Mathematics, 2007, 16:257-276,

David H. Bailey, Jonathan M. Borwein, Richard E. Crandall, "Box integrals", Journal of Computational and Applied Mathematics, 2007, 206:196-208,

David H. Bailey, "Review of Accuracy and Reliability in Scientific Computing", Scientific Programming, January 1, 2006, 14:41-42,

David H. Bailey, Jonathan M. Borwein, Richard E. Crandall, "Integrals of the Ising class", Journal of Physics A: Mathematical and General, 2006, 39:12271-1230,

H. Simon, W. Kramer, W. Saphir, J. Shalf, D. Bailey, L. Oliker, et al, "Science Driven System Architecture: A New Process for Leadsership Class Computing", Journal of the Earth Simulator, 2005,

L. Oliker, A. Wong, W. Kramer, T. Kaltz, D. Bailey, "System Utilization Benchmark on the Cray T3E and IBM SP", Fifth Workshop on Job Scheduling, 2000,

Conference Papers

Taghrid Samak, Christine Morin, David H. Bailey, "Energy consumption models and predictions for large-scale systems", Proceedings of the Ninth Workshop on High-Performance, Power-Aware Computing, January 22, 2013, to appea,

David H. Bailey, Jonathan M. Borwein, "Normal numbers and pseudorandom generators", Workshop on Computational and Analytical Mathematics in Honour of Jonathan Borwein's 60th Birthday, Springer, 2012,

E. Strohmaier, S. Williams, A. Kaiser, K. Madduri, K. Ibrahim, D. Bailey, J. Demmel,, "A Kernel Testbed for Parallel Architecture, Language, and Performance Research", International Conference of Numerical Analysis and Applied Mathematics (ICNAAM), June 1, 2010,

A. Kaiser, S. Williams, K. Madduri, K. Ibrahim, D. Bailey, J. Demmel, E. Strohmaier, "A Principled Kernel Testbed for Hardware/Software Co-Design Research", Proceedings of the 2nd USENIX Workshop on Hot Topics in Parallelism (HotPar), 2010,

Zhengji Zhao, Juan Meza, Byounghak Lee, Hongzhang Shan, Eric Strohmaier, David H. Bailey, Lin-Wang Wang, "The linearly scaling 3D fragment method for large scale electronic structure calculations", Journal of Physics: Conference Series, July 1, 2009,

David H. Bailey, "Misleading performance claims in scientific computation", Proceedings of DAC2009, May 2009,

Lin-Wang Wang, Byounghak Lee, Hongzhang Shan, Zhengji Zhao, Juan Meza, Erich Strohmaier, David H. Bailey, "Linearly scaling 3D fragment method for large-scale electronic structure calculations", Proceedings of SC08, November 2008,

David H. Bailey, Jonathan M. Borwein, "High-precision computation and mathematical physics", XII Advanced Computing and Analysis Techniques in Physics Research, 2008,

Hongzhang Shan, Erich Strohmaier, Ji Qiang, David H. Bailey, Kathy Yelick, "Performance modeling and optimization of a high energy colliding beam simulation code", Proceedings of SC2006, November 2006,

David H. Bailey and Jonathan M. Borwein, "Effective error bounds in Euler-Maclaurin-based quadrature schemes", Proceedings of the 2006 High-Performance Computing Conference (HPCS):, June 1, 2005,

Horst Simon, William Kramer, William Saphir, John Shalf, David Bailey, Leonid Oliker, Michael Banda, C. William McCurdy, John Hules, Andrew Canning, Marc Day, Philip Colella, David Serafini, Michael Wehner, Peter Nugent, "Science-Driven System Architecture: A New Process for Leadership Class Computing", Journal of the Earth Simulator, Volume 2., 2005, LBNL 56545,

L. Oliker, A. Wong, W. Kramer, T. Kaltz, D. Bailey, "ESP: A System Utilization Benchmark", Supercomputing (SC), 2000,

Books

David H. Bailey, Robert F. Lucas, Samuel W. Williams, ed., Performance Tuning of Scientific Applications, (CRC Press: 2011)

Book Chapters

David H. Bailey, "A New Kind of Science: Ten years later", Irreducibility and Computational Equivalence, edited by Hector Zenil, (Springer: 2013)

David H. Bailey, Jonathan M. Borwein, "Experimental applied mathematics", Princeton Companion for Applied mathematics, ( July 22, 2012)

Samuel W. Williams, David H. Bailey, "Parallel Computer Architecture", Performance Tuning of Scientific Applications, edited by David H. Bailey, Robert F. Lucas, Samuel W. Williams, (CRC Press: 2011) Pages: 11-33

David H. Bailey, Lin-Wang Wang, Hongzhang Shan, Zhengji Zhao, Juan Meza, Erich Strohmaier, Byounghak Lee, "Tuning an electronic structure code", Performance Tuning of Scientific Applications, edited by David H. Bailey, Robert F. Lucas, Samuel W. Williams, (CRC Press: 2011) Pages: 339-354

David H. Bailey, Allan Snavely, Laura Carrington, "Performance modeling: The convolution approach", Performance Tuning of Scientific Applications, edited by David H. Bailey, Robert F. Lucas, Samuel W. Williams, (CRC Press: 2011) Pages: 151-164

David H. Bailey, Robert F. Lucas, Samuel W. Williams, "Introduction", Performance Tuning of Scientific Applications, edited by David H. Bailey, Robert F. Lucas and Samuel W. Williams, (CRC Press: 2011) Pages: 1-10

David H. Bailey, Jonathan M. Borwein, David Broadhurst and Wadim Zudlin, "Experimental mathematics and mathematical physics", Gems in Experimental Mathematics, edited by Tewodros Amdeberhan, Luis A. Medina, Victor H. Moll, (American Mathematical Society: January 1, 2010) Pages: 41-58

David H. Bailey, Jonathan M. Borwein, "Experimental computation with oscillatory integrals", Gems in Experimental Mathematics, edited by Tewodros Amdeberhan, Luis A. Medina, Victor H. Moll, (American Mathematical Society: January 1, 2010) Pages: 25-40

David H. Bailey, "The NAS Parallel Benchmarks", Encyclopedia of Parallel Computing, (Springer: November 1, 2009) Pages: to appear

David H. Bailey, Jonathan M. Borwein, "Experimental mathematics and computational statistics", Wiley Interdisciplinary Reviews: Computational Statistics, edited by Edward Wegman, Yasmin H. Said, David W. Scott, ( April 2009)

L. Oliker, R. Biswas, R. Van der Wijngaart, D. Baily, A. Snavely, "Performance Evaluation and Modeling of Ultra-Scale Systems", Parallel Processing for Scientific Computing, edited by Michael A. Heroux, Padma Raghavan, and Horst D. Simon, (SIAM: 2007) doi: 0.1137/1.9780898718133.ch5

Presentation/Talks

John Shalf, Shoaib Kamil, David Bailey, Erich Strohmaier, Power Efficiency and the Top500, 2007,

John Shalf, David Bailey, Top500 Power Efficiency, 2006,

Reports

George Michelogiannakis, Xiaoye S. Li, David H. Bailey, John Shalf, "Extending summation precision for network reduction operations", April 26, 2013,

David H Bailey, Marcos Lopez de Praddo, "An open-source implementation of the critical line algorithm for portfolio optimization", Algorithms, March 22, 2013, doi: 10.3390/a6010169

Victoria Stodden, David H. Bailey, Jonathan M. Borwein, Randall J. LeVeque, William Rider, William Stein, "Setting the default to reproducible: Reproducibility in computational and experimental mathematics", February 2, 2013,

Abhinav Sarje, Samuel Williams, David H. Bailey, "MPQC: Performance analysis and optimization", February 1, 2013, LBNL LBNL-6076E,

Orianna DeMasi, Taghrid Samak, David H. Bailey, "Identifying HPC Codes via performance logs and machine learning", January 22, 2013,

David H. Bailey and Marcos Lopez de Prado, "Drawdown-based stop-outs and the 'triple penance' rule", January 18, 2013,

David H. Bailey, Jonathan M. Borwein, Alexander D. Kaiser, "Automated simplification of large symbolic expressions", August 22, 2012,

David H. Bailey, Orianna DeMasi, Juan Meza, "Feature selection and multi-class classification using a rule ensemble method", May 25, 2012,

David H. Bailey, Jonathan M. Borwein, Cristian S. Calude, Michael J. Dinneen, Monica Dumitrescu, Alex Yee,, "Normality and the digits of Pi", February 3, 2012,

Orianna DeMasi, Juan Meza and David H. Bailey, "Dimension reduction using rule ensemble machine learning methods: A numerical study of three ensemble methods", August 30, 2011,

David H. Bailey and Jonathan M. Borwein, "The greatest mathematical discovery?", May 1, 2011,

A. Kaiser, S. Williams, K. Madduri, K. Ibrahim, D. Bailey, J. Demmel, E. Strohmaier, "TORCH Computational Reference Kernels: A Testbed for Computer Science Research", LBNL Technical Report, 2011,

Juan Meza, Scott Campbell, David H. Bailey, "Mathematical and statistical opportunities in cyber security", March 1, 2009,

David H. Bailey, "Resolving numerical anomalies in scientific computation", January 1, 2008,

Natalie J. Durgin, Sofia M. Garcia, Tamara Flournoy, David H. Bailey, "Syncing' Up with the Quinn-Rand-Strogatz constant: Hurwitz-Zeta functions in non-linear physics", September 1, 2007,

Horst Simon, William Kramer, William Saphir, John Shalf, David Bailey, Leonid Oliker, Michael Banda, C. William McCurdy, John Hules, Andrew Canning, Marc Day, Philip Colella, David Serafini, Michael Wehner and Peter Nugent, "Science-Driven System Architecture: A New Process for Leadership Class Computing", J. of the Earth Simulator, Vol.2 (2005), pp. 2-10, October 2005, LBNL 56465,

Simon, H., Kramer, W., Saphir, W., Shalf, J., Bailey, D., Oliker, L., Banda, M., McCurdy, C.W., Hules, J., Canning, A., Day, M., Colella, P., Serafini, D., Wehner, M., Nugent, P., "National Facility for Advanced Computational ScienceL A Sustainable Path to Scientific Discovery", April 2004, LBNL 5500,

Posters

A. Kaiser, S. Williams, K. Madduri, K. Ibrahim, D. Bailey, J. Demmel, E. Strohmaier, "A Principled Kernel Testbed for Hardware/Software Co-Design Research", Proceedings of the 2nd USENIX Workshop on Hot Topics in Parallelism", Proceedings of the 2nd USENIX Workshop on Hot Topics in Parallelism (HotPar), 2010,

Last edited: 01/08/2013
Top

A U.S. Department of Energy National Laboratory Operated by the University of California