Two Types of Uncertainty Quantification Problems
There are two major types of problems in uncertainty quantification: one is the forward propagation of uncertainty and the other is the inverse assessment of model uncertainty and parameter uncertainty. There has been a proliferation of research on the former problem and a majority of uncertainty analysis techniques were developed for it. On the other hand, the latter problem is drawing increasing attention in the engineering design community, since uncertainty quantification of a model and the subsequence predictions of the true system response(s) are of great interest in both robust design and engineering design making.
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