Laplace approximations in inference Lightweight uncertainties, especially for heavy neural nets 2021-07-28 – 2022-01-13

Reparameterization tricks in inference Pathwise gradient estimation, nNormalizing flows, invertible density models, inference by measure transport, low-dimensional coupling… 2018-04-04 – 2021-12-21

Monte Carlo gradient estimation Especially stochastic automatic differentiation 2020-09-30 – 2021-12-20

Probabilistic programming Doing statistics using the tools of computer science 2019-10-02 – 2021-11-17

Probabilistic neural nets Bayesian and other probabilistic inference in overparameterized ML 2017-01-11 – 2021-11-03

Chaos expansions Polynomial chaos, generalized polynomial chaos, arbitrary chaos etc 2020-05-21 – 2021-02-15

Particle filters incorporating Interacting Particle Systems, Sequential Monte Carlo and a profusion of other simultaneous-discovery names 2014-07-25 – 2020-04-08

Frequentist consistency of Bayesian methods TFW two flawed methods for understanding the world agree with at least each other 2016-04-12 – 2019-10-19