What is this kind of temperature sensor called (Analogue Devices TMP36)?
They are normally referred to as temperature sensors, or temperature ICs. Looking up the part on digikey shows that they catalog it as a Temperature Sensor, Transducer. I've also heard people in the industry refer to them as Band Gap sensors, named for the principle in which they operate under. 

It is different from a thermistor because those vary resistance with temperature due to the chemical makeup of the material it is made out of. 

It is different from a thermocouple as those produce a voltage between two  dissimilar conductors depending on their temperatures. 

They are just an already implemented module that will give you a voltage output proportional to temperature. A thermistor or thermocouple will need a circuit to get a varying voltage with temperature. For the module you posted it is integrated into the IC.