Another idea that's been intriguing me lately is applied sheaf theory. Robinson, Ghrist, and Curry are the only people I see working on this but I don't know what I'm not seeing. The "big idea" is taking local data and seeing if it patches together to a global coherent whole or not. Sometimes it doesn't (old Russian example: arbitrage in currency exchange networks). Or sometimes it's about using interpolation to fill in missing data, if you know that it's something for which there is a global function (temperatures across ocean surfaces), or providing a probability distribution for the missing parts. Category theory has something to offer here as well.
Anyone know more about any of these things?