Mass spectrometry (MS)-based proteomics has undergone rapid advancements in recent years, creating challenging problems for bioinformatics. We focus on four aspects where bioinformatics plays a crucial role (and proteomics is needed for clinical application): peptide-spectra matching (PSM) based on the new data-independent acquisition (DIA) paradigm, resolving missing proteins (MPs), dealing with biological and technical heterogeneity in data and statistical feature selection (SFS). DIA is a brute-force strategy that provides greater width and depth but, because it indiscriminately captures spectra such that signal from multiple peptides is mixed, getting good PSMs is difficult. We consider two strategies: simplification of DIA spectra to pseudo-data-dependent acquisition spectra or, alternatively, brute-force search of each DIA spectra against known reference libraries. The MP problem arises when proteins are never (or inconsistently) detected by MS. When observed in at least one sample, imputation methods can be used to guess the approximate protein expression level. If never observed at all, network/protein complex-based contextualization provides an independent prediction platform. Data heterogeneity is a difficult problem with two dimensions: technical (batch effects), which should be removed, and biological (including demography and disease subpopulations), which should be retained. Simple normalization is seldom sufficient, while batch effect-correction algorithms may create errors. Batch effect-resistant normalization methods are a viable alternative. Finally, SFS is vital for practical applications. While many methods exist, there is no best method, and both upstream (e.g. normalization) and downstream processing (e.g. multiple-testing correction) are performance confounders. We also discuss signal detection when class effects are weak.