Big data is transforming our world, revolutionizing operations and analytics everywhere, from financial engineering to biomedical sciences. Big data sets include data with high-dimensional features and massive sample size. This course introduces the statistical principles and computational tools for analyzing big data: the process of acquiring and processing large datasets to find hidden patterns and gain better understanding and prediction, and of communicating the obtained results for maximal impact. Topics include optimization algorithms, inferential analysis, predictive analysis, and exploratory analysis.