Data analysis in this chapter mainly means descriptive and exploratory methods, also known as unsupervised. The objective is to describe as well as structure a set of data that can be represented in the form of a rectangular table crossing n statistical units and p variables. Data analysis methods are essentially dimension reduction methods that are divided into two categories: factor methods; and the unsupervised classification methods or clustering. Data mining is a step in the knowledge discovery process, which involves applying data analysis algorithms. Data mining seeks to find predictive models of a Y denoted response, but from a very different perspective than that of conventional modeling. This chapter distinguishes regression methods where Y is quantitative, supervised classification methods (also called discrimination methods) where Y is categorical, most often with two modalities. The chapter also discusses new tools for big data processing, based on validation with data set aside.