Physicists, when modelling physical systems with a large number of degrees of freedom, and statisticians, when performing data analysis, have developed their own concepts and methods for making the best' inference. But are these methods equivalent, or not? What is the state of the art in making inferences? The physicists want answers. More: neural computation demands a clearer understanding of how neural systems make inferences; the theory of chaotic nonlinear systems as applied to time series analysis could profit from the experience already booked by the statisticians; and finally, there is...