Below are some R markdowns that I use in my lectures on uncertainty quantification at Texas A&M University. The markdown source accompanies them where applicable.

Large-Scale Sensitivity Analysis Using Regression and Regularized Regression (Source)

Basic Monte Carlo Sampling and Stratified Sampling for Uncertainty Quantification (Source)

Quasi Monte Carlo Random Numbers in multiple dimensions (Source)

Principle Components Analysis for data reduction (Source; Data)

Polynomial Chaos Expansions (Source)

Markov Chain Monte Carlo (Source)

Prediction and Calibration (Source)