Universal Tools -- The Sea of Wavelets -- Fisher Matrices and All That: Experimental Design and Data Compression -- Data Compression, Classification and Parameter Estimation. Methods: Examples from Astronomy -- Statistics of Cosmic Background Radiation -- Cosmic Microwave Background Anisotropies: The Power Spectrum and Beyond -- Cosmic Microwave Background Polarization Analysis -- Diffuse Source Separation in CMB Observations -- Techniques for Compact Source Extraction in CMB Maps -- Determination of Cosmological Parameters from Cosmic Microwave Background Anisotropies -- Cosmic Microwave Background Data Analysis: From Time-Ordered Data to Angular Power Spectra -- Statistics of Large-Scale Structure -- The Large-Scale Structure in the Universe: From Power Laws to Acoustic Peaks -- The Cosmic Web: Geometric Analysis -- Power Spectrum Estimation. I. Basics -- Power Spectrum Estiamtion II. Linear Maximum Likelihood -- to Higher Order Spatial Statistics in Cosmology -- Phase Correlations and Topological Measures of Large-Scale Structure -- Multiscale Methods -- Gaussian Fields and Constrained Simulations of the Large-Scale Structure -- Weak Gravitational Lensing -- Mass Reconstruction from Lensing.