Nature Reviews Physics, Published online: 20 July 2026; doi:10.1038/s42254-026-00954-5 Entropy production quantifies non-equilibrium behaviour but is hard to measure in fluctuating, partially observed systems. This Review discusses stochastic thermodynamics approaches that infer model-free lower bounds from coarse-grained observables, including states, currents, correlations and waiting times, across steady and time-dependent regimes, and highlights progress in trajectory-level estimation.