sources copied from "top comment" and re-reported here:

sources
– incarceration
https://www.sentencingproject.org/the-facts/#map
diversity*
– diversity* = Catholic% + Jewish% + Muslim% + Asian%
– Catholic, Jewish, Muslim populations: https://www.pewforum.org/religious-landscape-study/compare/religious-tradition/by/state/
– Asian population: https://en.wikipedia.org/wiki/Demographics_of_Asian_Americans
tool: Mathematica

***************

– the ellipses are centered on the Rep/Dem means;
the standard deviations are represented by the ellipses' axes
– the 50 plot points represent the (diversity^*, incarceration) coordinates for each state; and are colored according to their 2020 Electoral College vote
– "r" is the Pearson correlation value