As in many other fields, the amount of astronomical data has increased exponentially during the last couple of years. We have evolved from the Megabytes to the Gigabytes and to the Terabytes regime in less than a decade. Astroinformatics is a relatively new interdisciplinary discipline focused on solving informatics problems for massive data in astronomy. This discipline requires a strong interaction between astronomers, computer scientists and mathematicians. I will give an overview of eScience (fourth paradigm: data exploration), particular problems Astroinformatics is addressing, and talk about the Astroinformatics Laboratory at the Center for Mathematical Modeling (CMM), University of Chile.