There are a few mentioned here:
Oh, I so wanted to be the first to mention Gertrude Cox. She was a statistician and would not call by data scientist. When Snedecor was asked for recommendations of men, who could build the, now famous, Dept of Stat. at N C State, he scribbled in the margins that if they would consider a woman, he would whole-heartedly recommend Gertrude Cox. The rest is history. In addition to her great technical contributions, she recruited Hoteling for the Dept of Stat at U of NC; she helped build the Research Triangle Institute, she recruited the head for the Biostat Dept. at U of NC; she was a president of ASA; et al. She was tireless and played a role in the formation of the fields of statistics and biostatistics. There is even a 5K race in her honor. Including her is no brainer.
Is a statistics professor a data scientist (its like comparing a theoretical physicist to an engineer)? Not sure about that, but when I think of a statistics professor whose work has direct application to data science, Grace Wahba from UWisconsin is #1 in my mind. She is an amazing mathematician and statistician whose done extensive work in spline smoothing, reproducting kernel hilbert spaces (the basis of SVMs), time series, you name it.
Do statisticians qualify? Then I would vote for Florence Nightingale, the first female member of the Royal Statistical Society and a honorary member of ASA, http://en.wikipedia.org/wiki/Florence_Nightingale
Augusta Ada King, Countess of Lovelace - funded development of the first programmable computer, wrote software for it in advance of it's manufacture. Ahead of the technology of the times unfortunately, otherwise imagine where we would be now?
Florence Nightingale - statistician whose metrics and graphs greatly influenced medical care
Elizebeth Friedman - codebreaker
Grace Hopper - saw computers as more than calculators, wrote first computer programs that were executed
Hilary Mason - bit.ly chief scientist. Data science advocate, educator.
Katya Vladislavleva (www.vanillamodeling.com) is probably worth a mention. In addition to being one of my partners in Evolved Analytics LLC (www.evolved-analytics.com) she is a well-known contributor and organizer in the symbolic regression and evolutionary computing communities with a special focus on the analysis and modeling technologies required for industrial and real-world data.
Here are some current data scientist researchers - Hilary Mason, Chief Scientist of bit.ly; Piyanka Jain - data science trainer, president of Aryng Analytics.
Corinna Cortes - a top researcher at Google, Claudia Perlich - winner of multple KDD competitions, Sunita Sarawagi, Director SIGKDD , Kristin Bennett, Chair, KDD-2005 conference
I am a masters student at the School of Information Studies at Syracuse University where we recently launched the first Data Science certificate program. Women in Data Science is a crucial part of program plan and we are regularly strategizing how to bring more women into both the Data Science field and STEM in general.
Here is sampling of women on our list that are major players in the Big Data / Data Science space:
This is an interesting article for me. I am a student right now and want to be a data scientist in the future. So I am interested in the stories of female data scientist. Look forward to your article :)
See also my write-up on Women in Analytics, Data Science, Data Mining -