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Many well established research programs exist at Universities offering education in data mining -- see www.kdnuggets.com/education. If your university/college is missing -- please let me know (see www.kdnuggets.com/courses for contact information).

I also got a few replies from researchers in other places:

• Fernando Berzal wrote:
  At the University of Granada (Spain), the Department of Computer Science and Artificial Intelligence and the Department of Computer Technology Architecture offer some courses on Data Mining as part of their joint PhD program on Intelligent Systems, including topics such as data warehousing, machine learning, management of uncertainty, data analysis, time series, and data mining, with hands-on labs using tools such as SPSS, Oracle Express Objects, etc.
  Unfortunately, our PhD program web server is only in Spanish (sorry): http://docto-si.ugr.es/

• Saed Sayad wrote:

  Our data mining research group at University of Toronto, Department of Chemical Engineering and applies Chemistry, Data Mining in Engineering:

  http://www.chem-eng.utoronto.ca/~datamining/