Are you looking to get the most accurate information from your models, and deploy them with confidence? Uncertainty quantification (UQ) is a set of essential computational tools that can help make sure your models are both accurate and reliable. And while UQ can be a complex subject, it doesn't have to be overwhelming! In this blog post, we will break down how Uncertainty Quantification works by discussing the concept of propagation of uncertainty — as well as looking at some practical applications "in the wild!" using two simple uncertainty propagation methods: Monte Carlo Simulation and Polynomial Chaos.
Understanding Uncertainty Quantification: Propagation of Uncertainty
Understanding Uncertainty Quantification: The Different Types
"All models are wrong, but some are useful" is a famous quote attributed to the British Statistician George Box. In this series, we explore the field of Uncertainty Quantification (aka UQ), a field which seeks to quantify how wrong a model might be. Uncertainty Quantification is an increasingly important field as engineering and science seek to rely more heavily on simulations and machine learning algorithms to make critical decisions. In this series, we introduce the key concepts, give examples of the principle algorithms and describe the academic challenges at the frontiers of Uncertainty Quantification.