There are two cultures in the use of statistical modeling to reach
conclusions from data. One assumes that the data are generated by a given
stochastic data model. The other uses algorithmic models and treats the data
mechanism as unknown. The statistical community has been committed to the
almost exclusive use of data models. This commitment has led to irrelevant
theory, questionable conclusions, and has kept statisticians from working on a
large range of interesting current problems. Algorithmic modeling, both in
theory and practice, has developed rapidly in fields outside statistics. It can
be used both on large complex data sets and as a more accurate and informative
alternative to data modeling on smaller data sets. If our goal as a field is to
use data to solve problems, then we need to move away from exclusive dependence
on data models and adopt a more diverse set of tools.