Electron microscopy is undergoing a transition; from the model of producing only a few micrographs, through the current state where many images and spectra can be digitally recorded, to a new mode where very large volumes of data (movies, ptychographic and multi-dimensional series) can be rapidly obtained. Here, we discuss the application of so-called "big-data" methods to high dimensional microscopy data, using unsupervised multivariate statistical techniques, in order to explore salient image features in a specific example of BiFeO3 domains. Remarkably, k-means clustering reveals domain differentiation despite the fact that the algorithm is purely statistical in nature and does not require any prior information regarding the material, any coexisting phases, or any differentiating structures. While this is a somewhat trivial case, this example signifies the extraction of useful physical and structural information without any prior bias regarding the sample or the instrumental modality. Further interpretation of these types of results may still require human intervention. However, the open nature of this algorithm and its wide availability, enable broad collaborations and exploratory work necessary to enable efficient data analysis in electron microscopy.