This course introduces fundamental concepts and contemporary methods of Statistical Data Science - component analysis and feature selection, supervised and unsupervised approaches, and shows how to apply these methods to different data science domains (e.g. physical sciences, medical and biological sciences, engineering, business and social sciences). Focus will be on the interaction between methods and data, on learning to choose suitable methods of data analysis for particular data and on interpreting the results. Statistical computing will form an essential part of this course.