This document proposes a theme on big data analytics research. It motivates the importance of big data due to the exponential growth of digital data and limitations of traditional databases. The power of big data analytics is discussed through its wide applications in health, policymaking, smart cities, education and robotics. The objectives are outlined as large-scale machine learning, distributed computing, theory development, and multi-disciplinary analytics. Hong Kong is well positioned for this research due to its institutions, industries and potential collaborators. A multi-university and interdisciplinary approach is advocated to tackle big data challenges and transform society through new technologies, applications, insights and knowledge.