resources
visualizations
presentations
lunch break
Distractions and amusements, with a sandwich and coffee.
visualization + design
Hilbert Curve Art, Hilbertonians and Monkeys
I collaborated with Scientific American to create a data graphic for the September 2014 issue. The graphic compared the genomes of the Denisovan, bonobo, chimp and gorilla, showing how our own genomes are almost identical to the Denisovan and closer to that of the bonobo and chimp than the gorilla.
Here you'll find Hilbert curve art, a introduction to Hilbertonians, the creatures that live on the curve, an explanation of the Scientific American graphic and downloadable SVG/EPS Hilbert curve files.
download art files
Vector art files of Hilbert curves of order 1 to 10. Each curve is a path in its own layer.
The figure below shows what the files contain, except the figure has different stroke and transparency settings for each order. In the downloadable files, each order's thickness and color is the same.
square
Download Hilbert curve in PDF EPS AI format.
circular
The mapping of the Hilbert curve onto a circle was done using this transformation
`[x',y'] = [x\sqrt{1-y^2/2},y\sqrt{1-x^2/2}]`
which maps the region ` -1 <= x <1, -1 <= y < 1` onto the circle at ` (x,y,r)=(0,0,1) `. I've used this before to transform folded paths of the digits of `\pi`. This transformation is described in detail here.
Download Hilbert curve mapped onto a circle in PDF EPS AI format.
news + thoughts
Hola Mundo Cover
My cover design for Hola Mundo by Hannah Fry. Published by Blackie Books.
Curious how the design was created? Read the full details.
Markov Chains
You can look back there to explain things,
but the explanation disappears.
You'll never find it there.
Things are not explained by the past.
They're explained by what happens now.
—Alan Watts
A Markov chain is a probabilistic model that is used to model how a system changes over time as a series of transitions between states. Each transition is assigned a probability that defines the chance of the system changing from one state to another.
Together with the states, these transitions probabilities define a stochastic model with the Markov property: transition probabilities only depend on the current state—the future is independent of the past if the present is known.
Once the transition probabilities are defined in matrix form, it is easy to predict the distribution of future states of the system. We cover concepts of aperiodicity, irreducibility, limiting and stationary distributions and absorption.
This column is the first part of a series and pairs particularly well with Alan Watts and Blond:ish.
Grewal, J., Krzywinski, M. & Altman, N. (2019) Points of significance: Markov Chains. Nature Methods 16:663–664.
1-bit zoomable gigapixel maps of Moon, Solar System and Sky
Places to go and nobody to see.
Exquisitely detailed maps of places on the Moon, comets and asteroids in the Solar System and stars, deep-sky objects and exoplanets in the northern and southern sky. All maps are zoomable.
Quantile regression
Quantile regression robustly estimates the typical and extreme values of a response.Quantile regression explores the effect of one or more predictors on quantiles of the response. It can answer questions such as "What is the weight of 90% of individuals of a given height?"
Unlike in traditional mean regression methods, no assumptions about the distribution of the response are required, which makes it practical, robust and amenable to skewed distributions.
Quantile regression is also very useful when extremes are interesting or when the response variance varies with the predictors.
Das, K., Krzywinski, M. & Altman, N. (2019) Points of significance: Quantile regression. Nature Methods 16:451–452.
Background reading
Altman, N. & Krzywinski, M. (2015) Points of significance: Simple linear regression. Nature Methods 12:999–1000.
Analyzing outliers: Robust methods to the rescue
Robust regression generates more reliable estimates by detecting and downweighting outliers.Outliers can degrade the fit of linear regression models when the estimation is performed using the ordinary least squares. The impact of outliers can be mitigated with methods that provide robust inference and greater reliability in the presence of anomalous values.
We discuss MM-estimation and show how it can be used to keep your fitting sane and reliable.
Greco, L., Luta, G., Krzywinski, M. & Altman, N. (2019) Points of significance: Analyzing outliers: Robust methods to the rescue. Nature Methods 16:275–276.
Background reading
Altman, N. & Krzywinski, M. (2016) Points of significance: Analyzing outliers: Influential or nuisance. Nature Methods 13:281–282.
Two-level factorial experiments
To find which experimental factors have an effect, simultaneously examine the difference between the high and low levels of each.Two-level factorial experiments, in which all combinations of multiple factor levels are used, efficiently estimate factor effects and detect interactions—desirable statistical qualities that can provide deep insight into a system.
They offer two benefits over the widely used one-factor-at-a-time (OFAT) experiments: efficiency and ability to detect interactions.
Since the number of factor combinations can quickly increase, one approach is to model only some of the factorial effects using empirically-validated assumptions of effect sparsity and effect hierarchy. Effect sparsity tells us that in factorial experiments most of the factorial terms are likely to be unimportant. Effect hierarchy tells us that low-order terms (e.g. main effects) tend to be larger than higher-order terms (e.g. two-factor or three-factor interactions).
Smucker, B., Krzywinski, M. & Altman, N. (2019) Points of significance: Two-level factorial experiments Nature Methods 16:211–212.
Background reading
Krzywinski, M. & Altman, N. (2014) Points of significance: Designing comparative experiments.. Nature Methods 11:597–598.