For JVM, there is Incanter which is a statistics library written in Clojure. It is backed by Parallel Colt for the heavy number lifting. Note that I'm not trying to say that Clojure would be a scientist-friendly language :)
I've heard bad things of JVM for tightly coupled jobs on HPC (though I know there's been some improvement: e.g. a lot of work done by EPCC in Edinburgh). Does Clojure manages to offer a good parallel implementation on top of the JVM or has no work been done in this area?