This is probably the first technique one will think for creating soft shadows when doing shadow mapping.  The shadows are rendered to a texture (in screen space) and this texture is then blurred (in screen space) and later applied to the screen. This is a very easy technique for getting soft shadows. The main drawbacks are shadow bleeding and the cost of the extra passes.

An article about it on gamedev.net:
http://www.gamedev.net/reference/articles/article2193.asp

This is maybe the easiest way to manage the objects in a scene and is also often a very good choice. It’s a simple uniform grid with equally sized cells/buckets/patches (or whatever you want to call it). When rendering, all that is needed for culling is to check the view frustum against these cells to determine which ones are visible. This grid can most of the time be in only 2D but can of course in special cases be 3D if necessary. This spatial data structure works well with both static and dynamic objects.

These are the different levels culling algorithms can work on.

Triangle Level

Description: Determine for each triangle if it should be culled or not.
Primary goal: Minimize triangle count.
Culling technique example: BSP 
Usage: Not used anymore, cost to much CPU.

Object Level

Description: Check each object (a group of triangles in one buffer) if they should be culled or not.
Primary goal: Minimize triangle count and keep state changes low.
Culling technique example: View Frustum Culling of Bounding Box Hierarchies
Usage: Often used.

Batch Level

Description: Will check whole batches (a group of objects in one buffer)  if they should be culled or not.
Primary goal: Minimize draw calls and triangle count.
Culling technique example:  Uniform Grid Culling
Usage: Often used.

This is a technique for making softer shadows when doing shadow mapping. It works by filtering the result of the depth comparison. So when comparing a depth, some depths around should also be compared and the result should be averaged. This will give a softer look on the shadow edges.

It can be implemented as simple as this in a the pixel shader:

float result;
result = shadow2DProj(shadowMap,texCoord+offset[0]);
result += shadow2DProj(shadowMap,texCoord+offset[1]);
result += shadow2DProj(shadowMap,texCoord+offset[2]);
result += shadow2DProj(shadowMap,texCoord+offset[3]);
result /= 4.0; // now result will hold the average shading

The samples are often either taken in a grid-based square around the original sample location or randomly scattered around it.

Optimization:

NVIDIA has built in hardware support for doing bilinear interpolation between four samples.

ATI has fetch4 which will fetch four texture samples at the same time.  

The original paper for PCF:
http://graphics.pixar.com/library/ShadowMaps/paper.pdf

A technique that is similar (percentage-closer soft shadows)
http://developer.download.nvidia.com/shaderlibrary/docs/shadow_PCSS.pdf

A paper including lot’s of shadow mapping information, including different ways to do PCF (the image in this article is borrowed from this presentation):
http://developer.amd.com/media/gpu_assets/Isidoro-ShadowMapping.pdf