If anyone wants to learn about more advanced, bleeding edge uncertainty estimation methods unconcerned with neural nets, I can highly recommend Andrew Pownuk &

If anyone wants to learn about more advanced, bleeding edge uncertainty estimation methods unconcerned with neural nets, I can highly recommend Andrew Pownuk & Vladik Kreinovich's 2018 book "Combining Interval, Probabilistic, and Other Types of Uncertainty in Engineering Applications": https://link.springer.com/book/10.1007%2F978-3-319-91026-0 https://link.springer.com/book/10.1007%2F978-3-319-91026-0 Which basically represents a textbook summary of Pownuk's PhD thesis: http://www.cs.utep.edu/vladik/pownukPhD.pdf http://www.cs.utep.edu/vladik/pownukPhD.pdf