/Forward_UQ

A step-by-step tutorial to perform forward uncertainty quantification analysis using Monte Carlo method

Primary LanguageJupyter Notebook

Forward uncertainty quantification analysis

Forward uncertainty quantification (UQ) analysis is an effective way to quantify the model prediction uncertainty induced by the input data variations, which serves as a crucial step towards robust decision-making.

In the notebook, I will demonstrate how to perform forward UQ analysis using Monte Carlo simulation. We will go through three key steps of a typical forward UQ analysis: random sample generation, uncertainty propagation, and uncertainty visualization.

Companion Blog

You can find the companion blog here:

Performing Uncertainty Analysis In Three Steps: A Complete Guide