Although by no means exhaustive, my research covers the following areas

Understanding Deep Learning
Building Neural Networks under Real World Constraints
Meta-Learning and Few Shot Learning
Exploration-Driven Reinforcement Learning
Bayesian Methods, Gaussian Processes and Graphical Models
Stochastic Differential Systems, including Sampling Bayesian Posteriors
Transactional Machine Learning and Machine Learning Markets
Bayesian and Tailored Neural Network Methods for Medical Imaging (esp Brain Imaging and Retinal Imaging)
Learning to Generate Music