The full acceptance of Deep Learning (DL) models in the clinical field is
rather low with respect to the quantity of high-performing solutions reported
in the literature. Particularly, end users are reluctant to rely on the rough
predictions of DL models. Uncertainty quantification methods have been proposed
in the literature as a potential response to reduce the rough decision provided
by the DL black box and thus increase the interpretability and the
acceptability of the result by the final user. In this review, we propose an
overview of the existing methods to quantify uncertainty associated to DL
predictions. We focus on applications to medical image analysis, which present
specific challenges due to the high dimensionality of images and their quality
variability, as well as constraints associated to real-life clinical routine.
We then discuss the evaluation protocols to validate the relevance of
uncertainty estimates. Finally, we highlight the open challenges of uncertainty
quantification in the medical field