This book constitutes the refereed proceedings of the Third International Symposium on Statistical Learning and Data Sciences, SLDS 2015, held in Egham, Surrey, UK, April 2015. The 36 revised full papers presented together with 2 invited papers were carefully reviewed and selected from 59 submissions. The papers are organized in topical sections on statistical learning and its applications, conformal prediction and its applications, new frontiers in data analysis for nuclear fusion, and geometric data analysis.