In data-driven SHM, the signals recorded from systems in operation can be noisy and incomplete. Data corresponding to each of the operational, environmental, and damage states are rarely available a priori; furthermore, labelling to describe the measurements is often unavailable. In consequence, the algorithms used to implement SHM should be robust and adaptive, while accommodating for missing information in the training-data -- such that new information can be included if it becomes available. By reviewing novel techniques for statistical learning (introduced in previous work), it is argued that probabilistic algorithms offer a natural solution to the modelling of SHM data in practice. In three case-studies, probabilistic methods are adapted for applications to SHM signals -- including semi-supervised learning, active learning, and multi-task learning.