Experiments, observations, and numerical simulations in many areas of science nowadays produce enormous amounts of data. This rapid growth opens an era of data-centric science, which needs new paradigms addressing how data are acquired, processed, distributed, and analyzed. From a layman’s perspective, this course will cover simple but deep mathematical concepts and easy-to-learn algorithms that can solve some of the challenges posed by Artificial Intelligence and Big Data, and turn data into useful information and real-life connections.