Let me know if you find something. I'm in a similar boat, honors math undergrad, work experience with R/Matlab/Python, Incanter contributor, and I'm currently submitting a paper for publication in ICSME 2014 on machine learning, but I can't find an internship.
It seems like there's no interest if you're not a comp sci/software engineering student. All the people I've talked to want significant experience, even for an internship position (Stripe, for one data point).