Statistics/Data Mining Dictionary

Statisticians and computer scientists often use different languages for the same thing. [...]

Statistics Computer Science Meaning
estimation learning using data to estimate an unknown quantity
classification supervised learning predicting a discrete Y from X
clustering unsupervised learning putting data into groups
data training sample {X1, Y1},...,{Xn, Yn}
covariates features the Xi's
classifier hypothesis a map from covariates to outcomes
hypothesis --- subset of a parameter space Θ
confidence interval --- interval that contains an unknown quantity with a given frequency
directed acyclic graph Bayes net multivariate distribution with given conditional independence relations
Bayesian inference Bayesian inference statistical method for using data to update beliefs
frequentist inference --- statistical methods with guaranteed frequency behavior
large deviation bounds PAC learning uniform bounds on probability of errors

-- Larry Wasserman

from "All of Statistics: A Concise Course in Statistical Inference"

Quoted on Sat Sep 14th, 2013