Pick over the navy beans and soak in water overnight. Rinse and drain. Combine the soaked beans, ham bone, water, and bay leaves in a Dutch oven. Bring to a boil over high heat. Skim any accumulated foam from the surface. Reduce the heat to a simmer and cook for 1 1/2 hours or until the beans are very tender. Remove the ham bone from the soup. Let cool. When cool enough to handle, cut off any meat. Remove the bay leaves. Gently mash some of the beans in the pan (you can puree it if you prefer a smooth soup). Add the celery, carrots, onion, meat from the ham bone, and salt and pepper as desired. Let the soup simmer for another 20-30 minutes or until the vegetables are tender.