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The amount of data in our world has been exploding, and analyzing large data sets is becoming a central problem in our society. This course introduces the statistical principles and computational tools for analyzing big data: the process of exploring and predicting large datasets to find hidden patterns and gain deeper understanding, and of communicating the obtained results for maximal impact. Topics include massively parallel data management and data processing, model selection and regularization, statistical modeling and inference, scalable computational algorithms, descriptive and predictive analysis, and exploratory analysis.