MCMC

Bayesian approach becomes more and more popular because of the improvement of the mordern computing ability for machine learning and big data. Bayesian analysis is a completely different approach compared to frequentist approach.

Machine learning algorithms are very populuar. However, machine learing algorithms are not stable/consistant on the performance because lots of them are not using statistical inference. Thus, statistical theory for estimating function which has established hundreds of years ago becomes a more and more interesting research direction.