External validity Transfer learning, dataset shift, learning under covariate shift, transferable learning, domain adaptation etc 2020-10-17 – 2021-10-26
Missing data Imputation, estimation despite etc 2021-10-07
Science for policy Using evidence and reason to govern ourselves 2011-08-07 – 2021-09-22
Heavy tails Weird things about rare massive events 2020-01-13 – 2021-09-18
Cascade models a.k.a. cluster distributions, Galton-Watson models 2019-10-11 – 2021-08-04
Media virality Strategic modelling for content creators 2016-08-30 – 2021-07-15
Graph sampling Estimating functionals of graphs 2020-02-15 – 2021-07-06
Causal inference on DAGs Confounding! This scientist performed miracle graph surgery during an intervention and you won’t believe what happened next 2016-10-26 – 2021-05-19
Limit Theorems Asymptotic distributions of random processes 2014-11-25 – 2021-05-17
Probability divergences Metrics, contrasts and divergences and other ways of quantifying how similar are two randomnesses 2014-11-25 – 2021-05-12
Chaos expansions Polynomial chaos, generalized polynomial chaos, arbitrary chaos etc 2020-05-21 – 2021-02-15
ELBO Evidence lower bound, variational free energy etc 2020-10-02 – 2020-10-28
Subordinators Non-decreasing Lévy processes with weird branding 2019-10-14 – 2020-10-08
Dimensionality reduction Wherein I teach myself, amongst other things, feature selection, how a sparse PCA works, and decide where to file multidimensional scaling 2015-03-22 – 2020-09-11
Particle filters incorporating Interacting Particle Systems, Sequential Monte Carlo and a profusion of other simultaneous-discovery names 2014-07-25 – 2020-04-08
Queueing The mathematical field whose major result is enraging you about call centres 2015-06-03 – 2020-04-06
Restricted isometry properties Plus incoherence, irrepresentability, and other uncertainty bounds for a sparse world, and maybe frame theory, what’s that now? 2017-06-12 – 2020-03-09
Random change of time Stochastic processes derived by varying the rate of time’s passage, which is more convenient than I imagined 2015-08-05 – 2020-02-10
Infinitesimal generators Generators of the transition semi-group, connection to Kolmogorov forward equations 2017-05-29 – 2020-02-05
Hierarchical models DAGs, multilevel models, random coefficient models, mixed effect models… 2015-06-07 – 2019-08-19
Anomaly detection I don’t define what is normal, but I know it when I see it 2015-10-06 – 2018-10-22
Quantum probability and quantum information, noncommutative probability 2016-10-16 – 2017-09-18
Statistical learning theory Eventually including structural risk minimisation, risk bounds, hopefully-uniform convergence rates, VC-dimension, generalisation-and-stability framings etc 2016-07-06 – 2016-08-16