Abstract :
I shall review novel approaches that I have explored over the years to extract information optimally from varied observations across the electromagnetic spectrum. The aims are varied as well, and in particular I shall discuss: optimising parameter constraints for the concordance cosmological model; testing the inflationary principle through measuring its non-Gaussian imprint on the cosmic large-scale structure; confirming the validity of general relativity on the largest cosmic scales; probing the particle nature of dark matter; and learning about the origin and composition of ultra-high energy cosmic rays.