Bay holds a BA, MA, and PhD, all from the University of Texas at Austin and has studied photography at the Art Institute of Houston, Rice University, Glassell School of Art, and at Lamar University with Keith Carter. She has recently participated in group exhibitions at the Griffin Museum of Photography in Winchester, MA; Highland Gallery in Marfa, TX; Loyala University, Chicago, IL; and the Women’s Institute in Houston, TX. She was featured in a three-person show at the Galveston Arts Center during Fotofest 2008. Her work is in the collection of the Museum of Fine Arts. She currently sits on the board of directors at the Houston Center for Photography.