Still don't understand/have yet to try:

MCMC

Markov Chains

Priors and posteriors

Conjugate priors

Bayesian statistics

Network construction

Measure theory

Lebesgue integration

Bootstrapping

Jackknife

Ridge regression

Lasso

Learned/tried

LDU + SVD + Spectral + Cholesky Decompositions

Riemann sums/integrals

closed open sets

proof by induction/contradiction/contraposition

introductory topology

field axioms

limsup

liminf

metric spaces

compact

complete

what a ring is

convergence of series

convergence of sets

uniform convergence

delta method

taylor series expansion and the remainder term

finding eigenvalues/eigenvectors

affine transformations

gradient/jacobian

hessian

positive definite/negative definite

hermitian

lagrange multipliers

delta-epsilon proof method

lipschitz continuity

simple linear regression

ordinal logistic regression

ANOVA

ANCOVA

MANOVA

hazard functions

survival function

Kaplan-Meier

dealing with left and right censored data

types of distributions

method of moments

characteristic functions

sufficient statistic

exponential family

multilinearity

bootstrap

biased

consistent estimators

UMVUE

BLUE

BLUP

pseudoinverse

oracle estimator

shrinkage

correlation structures

autoregressive correlation

longitudinal analysis

LME

GLM

GLMM

GAM

GEE

weighted least squares

iterative weighted least squares

newton-raphson

fisher scoring

principle components analysis

dose dependence curves

maximum likelihood

REML

quasi-likelihood

likelihood ratio

AIC

BIC

fisher information

score equations

overdispersion

dose response

link function

cross validation

classification

mixture models

asymptotic convergence

log parallel assays

smoothing

cubic splines

kernel smoothing

local polynomial regression

wald test

non-parametric inference

semi-parametric inference

wilcoxon-rank sum test

factor analysis

mahalanobis distance

person, deviance, standardized, studentized residuals

deviance table

stepwise forward/backward/both model selection

hotelling's t2