  Data science has arrived, and computational statistics is its engine. As the
scale and complexity of scientific and industrial data grow, the discipline of
computational statistics assumes an increasingly central role among the
statistical sciences. An explosion in the range of real-world applications
means the development of more and more specialized computational methods, but
five Core Challenges remain. We provide a high-level introduction to
computational statistics by focusing on its central challenges, present recent
model-specific advances and preach the ever-increasing role of non-sequential
computational paradigms such as multi-core, many-core and quantum computing.
Data science is bringing major changes to computational statistics, and these
changes will shape the trajectory of the discipline in the 21st century.
