Institute of Mathematical Statistics and Actuarial Science

Colloquium Talk

Friday, October 13, 2017

Lecture room B78
Institute for Exact Sciences
Sidlerstr. 5
CH-3012 Bern


16:15-17:00 h

Visualizing high-dimensional data: zenplots and zenpaths

Marius Hofert (Waterloo)

This talk concerns Data Visualization as part of Data Science. It raises the question how high-dimensional data can be visualized. The notion of a zenpath and a zenplot is introduced to search and visualize high-dimensional data for model building and statistical inference. By using any measure of "interestingness", a zenpath can construct paths through pairs of variables in different ways, which can then be laid out and displayed by a zenplot. Zenpaths and zenplots are useful tools for exploring dependence in high-dimensional data, for example, from the realm of finance, insurance and quantitative risk management. All presented algorithms are implemented using the R package zenplots.