SummaryThe nature of data is rapidly changing. Data sets are becoming increasingly large and complex. Modern methodology for analyzing these new types of data are emerging from the fields of Data Base Managment, Artificial Intelligence, Machine Learning, Pattern Recognition, and Data Visualization. So far Statistics as a field has played a minor role. This paper explores some of the reasons for this, and why statisticians should have an interest in participating in the development of new methods for large and complex data sets.