Future -- possible ideas

These are in no particular order and I'm sure there's lots missing. Please email me to add to this list.

Infinite HMMs (non-parametric time series models)
"An extracellular Darwinian experiment with a self-duplicating nucleic acid molecule", Mills D R et al, 1967, PNAS 58 217-224
Jerrum and Sinclair paper on MCMC from a more computer science perspective. "stochastic algorithms", etc.
Discovery of intrinsic dimensionality.
Various things seen at NIPS 2003.