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Inference is a term that encompasses many techniques including statistical data assimilation (SDA). Unlike machine learning, which is designed to harness predictive power from extremely large data sets, SDA is designed for sparsely-sampled systems. This is the realm of study of nonlinear dynamical systems in nature. Formulated as an optimization procedure, SDA can be considered a path-integral approach to state and parameter estimation. Within this formulation, we can use the physical principle of least action to identify optimal solutions: solutions that are consistent with both measurements and a dynamical model assumed to give rise to those measurements. I review examples from neurobiology and an epidemiological model tailored to the coronavirus SARS-CoV-2, to demonstrate the versatility of SDA across the sciences, and how these distinct applications possess commonalities that can inform one another.more » « less
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