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

Which basically represents a textbook summary of Pownuk's PhD thesis:

http://www.cs.utep.edu/vladik/pownukPhD.pdf