For the CI check, if the confidence
interval
_
± half-width lies entirely
beyond the critical limit crit the
discontinuity is deemed too large
and is flagged. For the HT check,
compare the calculated statistic
with the critical value n−1, α (or use
the P-value). Reject 0 if is larger
otherwise, fail to reject 0 .
BOOTSTRAP RESAMPLING FOR
UNCERTAINTY ESTIMATION
Bootstrap resampling is a nonparamet-
ric statistical method used to estimate
uncertainty by resampling measured
data to construct empirical confidence
intervals. Unlike parametric methods
that assume a specific probability
distribution, bootstrap resampling is
effective for non-Gaussian data, small
sample sizes, and variable discon-
tinuity characteristics. By randomly
sampling with replacement and recal-
culating discontinuity parameters
across multiple datasets, this method
quantifies uncertainty without requir-
ing predefined data assumptions. Its
effectiveness is demonstrated in NDE
applications such as image registra-
tion uncertainty estimation, where it
outperforms traditional approaches
like the Cramér–Rao bound [64], and
in metrology, where it reduces bias in
small-sample scenarios [65].
The basic process can be described
as follows:
Ñ Collect baseline data. Obtain an
original sample of inspection results
x1, x2, …xn (e.g., signal amplitudes,
discontinuity sizes, POD hit/miss
data).
Ñ Resample with replacement.
Generate bootstrap samples. For
each =1,…, B draw observations
from the baseline data with replace-
ment. Then, compute the statistic of
interest *(b) (e.g., mean discontinuity
depth, POD at size
Ñ Build the empirical distribution.
The set { 1 …TB} approximates the
sampling distribution of the statistic
without assuming any parametric
model.
Ñ Estimate bias and standard error:
(7) Bias =
_
− T, SE = √ _______________
1 _
B − 1
∑
b=1
B (Tb −
_
)2
where
T is the statistic from the original data,
and _
T is the bootstrap mean.
Ñ Form confidence intervals (CIs).
Using the percentile method, define
the confidence interval using the
α /2 and − (α/2) quantiles of the
bootstrap distribution, such as [ α/2,
T1−(α/2) The best estimate and its
uncertainty can be expressed as:
(8) T =
_
± half-width
where the half-width is half the distance
between the lower and upper limits of
the selected bootstrap interval, repre-
senting 95% CI.
Simulation-Based UQ Methods
in NDE
Another widely used approach for ana-
lyzing UQ in NDE is simulation-based
UQ methods, which allow engineers to
model the physical interactions between
inspection techniques and inspected
materials. Unlike purely statistical
methods, simulation-based UQ propa-
gates input variability through a numeri-
cal model of the inspection therefore, the
full distribution of the NDE output can be
evaluated without closed-form formulas.
Three widely used approaches in
NDE are Monte Carlo simulation (MCS)
[66], Bayesian inference via Markov
chain Monte Carlo (MCMC) [67], and
polynomial chaos expansion (PCE)
[68]. Those methods share the same
core idea: begin by assigning prob-
ability distributions to all uncertain
inputs (e.g., material properties, dis-
continuity geometry, sensor settings)
and then propagate those input uncer-
tainties through a forward NDE model.
Whether by direct random sampling
(MCS), posterior sampling (Bayesian
MCMC), or spectral projection (PCE),
each method generates multiple sim-
ulated responses, which are then used
to calculate summary statistics such as
the average outcome, its variance, and
uncertainty bounds. In other words, they
all transform uncertainties in inputs into
quantified uncertainties in inspection
responses. The comparative process is
presented in Figure 4.
MONTE CARLO SIMULATION FOR NDE
MCS is a probabilistic method that helps
estimate failure probabilities and detec-
tion uncertainties by simulating a wide
range of inspection scenarios under dif-
ferent conditions. Instead of relying on
a single fixed outcome, MCS relies on
repeated random sampling to approx-
imate the probability distributions of
output quantities, making it particularly
useful for complex systems where ana-
lytical solutions are intractable.
Key advantages are its flexibility
in handling nonlinear and correlated
inputs and its ease of implementation
[66], making it suitable for a wide range
of NDE applications. In addition, all
the independent samples run concur-
rently, making the method well suited to
modern multicore and GPU hardware.
For instance, MCS has been applied
to estimate discontinuity detection
S2: Simulation
MCS
Direct random
sampling
PCE
Surrogate
model
MCMC
Posterior
distribution
S3: Response
Mean response
95% confidence interval
S1: Input signal
Figure 4. Illustrative process of three simulation-based UQ methods: Monte Carlo simulation
(MCS), Bayesian inference via Markov chain Monte Carlo (MCMC), and polynomial chaos
expansion (PCE).
NDT TUTORIAL
|
UA&UQ
30
M AT E R I A L S E V A L U AT I O N • A U G U S T 2 0 2 5
interval
_
± half-width lies entirely
beyond the critical limit crit the
discontinuity is deemed too large
and is flagged. For the HT check,
compare the calculated statistic
with the critical value n−1, α (or use
the P-value). Reject 0 if is larger
otherwise, fail to reject 0 .
BOOTSTRAP RESAMPLING FOR
UNCERTAINTY ESTIMATION
Bootstrap resampling is a nonparamet-
ric statistical method used to estimate
uncertainty by resampling measured
data to construct empirical confidence
intervals. Unlike parametric methods
that assume a specific probability
distribution, bootstrap resampling is
effective for non-Gaussian data, small
sample sizes, and variable discon-
tinuity characteristics. By randomly
sampling with replacement and recal-
culating discontinuity parameters
across multiple datasets, this method
quantifies uncertainty without requir-
ing predefined data assumptions. Its
effectiveness is demonstrated in NDE
applications such as image registra-
tion uncertainty estimation, where it
outperforms traditional approaches
like the Cramér–Rao bound [64], and
in metrology, where it reduces bias in
small-sample scenarios [65].
The basic process can be described
as follows:
Ñ Collect baseline data. Obtain an
original sample of inspection results
x1, x2, …xn (e.g., signal amplitudes,
discontinuity sizes, POD hit/miss
data).
Ñ Resample with replacement.
Generate bootstrap samples. For
each =1,…, B draw observations
from the baseline data with replace-
ment. Then, compute the statistic of
interest *(b) (e.g., mean discontinuity
depth, POD at size
Ñ Build the empirical distribution.
The set { 1 …TB} approximates the
sampling distribution of the statistic
without assuming any parametric
model.
Ñ Estimate bias and standard error:
(7) Bias =
_
− T, SE = √ _______________
1 _
B − 1
∑
b=1
B (Tb −
_
)2
where
T is the statistic from the original data,
and _
T is the bootstrap mean.
Ñ Form confidence intervals (CIs).
Using the percentile method, define
the confidence interval using the
α /2 and − (α/2) quantiles of the
bootstrap distribution, such as [ α/2,
T1−(α/2) The best estimate and its
uncertainty can be expressed as:
(8) T =
_
± half-width
where the half-width is half the distance
between the lower and upper limits of
the selected bootstrap interval, repre-
senting 95% CI.
Simulation-Based UQ Methods
in NDE
Another widely used approach for ana-
lyzing UQ in NDE is simulation-based
UQ methods, which allow engineers to
model the physical interactions between
inspection techniques and inspected
materials. Unlike purely statistical
methods, simulation-based UQ propa-
gates input variability through a numeri-
cal model of the inspection therefore, the
full distribution of the NDE output can be
evaluated without closed-form formulas.
Three widely used approaches in
NDE are Monte Carlo simulation (MCS)
[66], Bayesian inference via Markov
chain Monte Carlo (MCMC) [67], and
polynomial chaos expansion (PCE)
[68]. Those methods share the same
core idea: begin by assigning prob-
ability distributions to all uncertain
inputs (e.g., material properties, dis-
continuity geometry, sensor settings)
and then propagate those input uncer-
tainties through a forward NDE model.
Whether by direct random sampling
(MCS), posterior sampling (Bayesian
MCMC), or spectral projection (PCE),
each method generates multiple sim-
ulated responses, which are then used
to calculate summary statistics such as
the average outcome, its variance, and
uncertainty bounds. In other words, they
all transform uncertainties in inputs into
quantified uncertainties in inspection
responses. The comparative process is
presented in Figure 4.
MONTE CARLO SIMULATION FOR NDE
MCS is a probabilistic method that helps
estimate failure probabilities and detec-
tion uncertainties by simulating a wide
range of inspection scenarios under dif-
ferent conditions. Instead of relying on
a single fixed outcome, MCS relies on
repeated random sampling to approx-
imate the probability distributions of
output quantities, making it particularly
useful for complex systems where ana-
lytical solutions are intractable.
Key advantages are its flexibility
in handling nonlinear and correlated
inputs and its ease of implementation
[66], making it suitable for a wide range
of NDE applications. In addition, all
the independent samples run concur-
rently, making the method well suited to
modern multicore and GPU hardware.
For instance, MCS has been applied
to estimate discontinuity detection
S2: Simulation
MCS
Direct random
sampling
PCE
Surrogate
model
MCMC
Posterior
distribution
S3: Response
Mean response
95% confidence interval
S1: Input signal
Figure 4. Illustrative process of three simulation-based UQ methods: Monte Carlo simulation
(MCS), Bayesian inference via Markov chain Monte Carlo (MCMC), and polynomial chaos
expansion (PCE).
NDT TUTORIAL
|
UA&UQ
30
M AT E R I A L S E V A L U AT I O N • A U G U S T 2 0 2 5