Structural bioinformatics is concerned with the molecular structure of biomacromolecules on a genomic scale, using computational methods. Classic problems in structural bioinformatics include the prediction of protein and RNA structure from sequence, the design of artificial proteins or enzymes, and the automated analysis and comparison of biomacromolecules in atomic detail. The determination of macromolecular structure from experimental data (for example coming from nuclear magnetic resonance, X-ray crystallography or small angle X-ray scattering) has close ties with the field of structural bioinformatics. Recently, probabilistic models and machine learning methods based on Bayesian principles are providing efficient and rigorous solutions to challenging problems that were long regarded as intractable. In this review, I will highlight some important recent developments in the prediction, analysis and experimental determination of macromolecular structure that are based on such methods. These developments include generative models of protein structure, the estimation of the parameters of energy functions that are used in structure prediction, the superposition of macromolecules and structure determination methods that are based on inference. Although this review is not exhaustive, I believe the selected topics give a good impression of the exciting new, probabilistic road the field of structural bioinformatics is taking.