Preface. – Introduction and preview. – Data and databases. – Random vectors and matrices. – Nonparametric density estimation. – Multiple regression and model assessment. – Multivariate regression. – Linear dimensionality reduction. – Linear discriminant analysis. – Recursive partitioning and decision trees. – Artificial nueral networks. – Support vector machines. – Cluster analysis. – Multidimensional scaling and distance geometry. – Committee machines. – Nonlinear dimensionality reduction. – Wavelets. – Correspondence analysis. – Notation and mathematical results. – References.