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I am a statistician, and I have been struggling to find a meaning to the existence of statistics as a discipline in today's world where everyone cares about big black box models applied to big datasets. Statistics traditionally has been based on generative models, assumed some structure in the data and has developed methods to extract structure and do inference.
However, today people just care about prediction. Nobody cares about inference, and perhaps rightly so, because inference always necessitates a generative framework. The models we study today are extremely complicated and it's not clear if there is any hope for theory.
Time and again, we have heard statements like statistics is the least important part of data science. It is kind of painful to hear this as I have been trained as a statistician, and I wonder what is the way forward.
Do you struggle with this? What are your views on this? What advice would you give to a budding statistician given the trends you observe today?