Probabilistic neural nets Bayesian and other probabilistic inference in overparameterized ML 2017-01-11 – 2021-08-24

Probabilistic programming Programming with probability distributions for, e.g. Bayesian inference 2019-10-02 – 2021-03-10

Reparameterization tricks in inference Normalizing flows, invertible density models, inference by measure transport, low-dimensional coupling… 2018-04-04 – 2021-03-08

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

Gaussian Process simulation and circulant embeddings I might shoehorn Whittle likelihoods in here too 2017-11-10 – 2017-11-10