How does the processing of uncertainty and mental health relate to each other between and within people? One may distinguish various types of uncertainty, such as sensory uncertainty (due to incomplete or noisy sensory data), outcome/expected uncertainty (due to the probabilistic nature of contingencies), and rule/unexpected uncertainty (due to changes in contingencies). We study variability in perceptual inference and associative learning under all the above types of uncertainty. Our research framework builds on dimensional models of psychopathology and the study of within-person processes in their daily life context using the experience sampling method.