Independent and identically distributed variables

Non-parametric estimation of probability distributions

Parametric estimation of probability distributions

Choosing parametric probability distributions

Parametric models for dependent variables

Ordinary Least Squares for prediction

Regularising linear regression for prediction

Ordinary Least Squares for inference

Classification And Regression Trees (CART)

Other machine learning classifiers

Instrumental Variables and the General Method of Moments

Homogeneous treatment effects (h3 on using semi-parametric here)

Heterogeneous treatment effects (LATE, causal tree (from CART))