Uncertainty Quantification

In experiments and observational studies, scientists gather data to learn more about the world. However, what we can learn from a single data set is always limited, and we are inevitably left with some remaining uncertainty.

It is of high importance to take this uncertainty into account when drawing conclusions if we want to make real scientific progress. Formalizing and quantifying uncertainty is thus at the heart of statistical methods aiming to obtain insights from data.

In our lab, all projects, in one way or the other, deal with uncertainty quantification and propagation, primarily through sampling-based methods.