System identification using particle filters A.k.a. parameter estimation in data assimilation 2014-07-25 – 2022-05-04

Laplace approximations in inference Lightweight uncertainties, especially for heavy neural nets 2021-07-28 – 2022-04-10

Particle filters incorporating Interacting Particle Systems, Sequential Monte Carlo and a profusion of other simultaneous-discovery names 2014-07-25 – 2022-04-10

Particle belief propagation Graphical inference using empirical distribution estimates 2014-07-25 – 2022-04-08

Change points Looking for regime changes in stochastic processes. a.k.a. Switching state space models 2021-11-29 – 2022-04-01

Variational inference On fitting something not too far from a pretty good model that is not too hard 2016-03-22 – 2022-02-10

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

Nearly sufficient statistics How about “Sufficient sufficiency”? — is that taken? 2018-03-13 – 2019-01-14