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Distractions and amusements, with a sandwich and coffee.

Feel the vibe, feel the terror, feel the pain
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• Mad about you, orchestrally.
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On March 14th celebrate `\pi` Day. Hug `\pi`—find a way to do it.

For those who favour `\tau=2\pi` will have to postpone celebrations until July 26th. That's what you get for thinking that `\pi` is wrong. I sympathize with this position and have `\tau` day art too!

If you're not into details, you may opt to party on July 22nd, which is `\pi` approximation day (`\pi` ≈ 22/7). It's 20% more accurate that the official `\pi` day!

Finally, if you believe that `\pi = 3`, you should read why `\pi` is not equal to 3.

2013 was the first year in which I made `\pi` day art. It was a year of dots and love.

René Hansen has created an interactive version of this year's posters! Why not go to the Feynman point directly!

Let's explore what `\pi` looks like with something whimsical and pretty and colourful.

Rational art of the highly irrational, a regime where beauty runs with her hair down and lets her "*ribbons to flow confusedly.*" Robert Herrick says it well in Sweet Disorder,

I see a wild civility;—

Do more bewitch me, than when art

Is too precise in every part.

Discover Cantor's transfinite numbers through my music video for the Aleph 2 track of Max Cooper's Yearning for the Infinite (album page, event page).

I discuss the math behind the video and the system I built to create the video.

*Everything we see hides another thing, we always want to see what is hidden by what we see.
—Rene Magritte*

A Hidden Markov Model extends a Markov chain to have hidden states. Hidden states are used to model aspects of the system that cannot be directly observed and themselves form a Markov chain and each state may emit one or more observed values.

Hidden states in HMMs do not have to have meaning—they can be used to account for measurement errors, compress multi-modal observational data, or to detect unobservable events.

In this column, we extend the cell growth model from our Markov Chain column to include two hidden states: normal and sedentary.

We show how to calculate forward probabilities that can predict the most likely path through the HMM given an observed sequence.

Grewal, J., Krzywinski, M. & Altman, N. (2019) Points of significance: Hidden Markov Models. *Nature Methods* **16**:795–796.

Altman, N. & Krzywinski, M. (2019) Points of significance: Markov Chains. *Nature Methods* **16**:663–664.

My cover design for Hola Mundo by Hannah Fry. Published by Blackie Books.

Curious how the design was created? Read the full details.

*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.

*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 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.

Altman, N. & Krzywinski, M. (2015) Points of significance: Simple linear regression. *Nature Methods* **12**:999–1000.