Experts disagree about how climate might change in the future, but they generally agree that great uncertainty exists in any projection of future climate. In this article we describe the MIT Global Change Program's effort to assimilate the available information on the Earth system and the economic forces that relate to future climate change, and to describe quantitatively the uncertainty in future projections. Although such exercises guide our understanding of the likely conditions of future climate, much work remains to be done, and there will always be unknowables that defy quantification. Unchanging physical laws control natural processes. The challenge is to use available data to constrain parameters of the Earth system when we have an incomplete understanding of all the processes that create variability in the climate system. A debate continues about how to quantify uncertainty in human systems-for example, economic growth and emissions projections. Under the best of circumstances, such efforts require the judgment of experts on future growth and technology possibilities. Past response and the behavior of the economy are our observations, but future response is not constrained in the same way that physical properties constrain the response of natural systems. At the same time, the Earth system is so complex &mdash and our time series of good observations so short relative to the time scale on which the system operates — that our ability to know the behavior of this system may be quite limited. This means that possible responses are not captured in a distribution created with a model that includes only what we now know about the Earth system's behavior. One lesson of this work is the impossibility of completely eliminating a risk. We can only reduce the chances of it occurring.