Uncertainty Quantification (UQ) is an essential step in computational model validation because assessment of the model accuracy requires a concrete, quantifiable measure of uncertainty in the model predictions. The concept of UQ in the nuclear community generally means forward UQ (FUQ), in which the information flow is from the inputs to the outputs. Inverse UQ (IUQ), in which the information flow is from the model outputs and experimental data to the inputs, is an equally important component of UQ but has been significantly underrated until recently. FUQ requires knowledge in the input uncertainties which has been specified by expert opinion or user self-evaluation. IUQ is defined as the process to inversely quantify the input uncertainties based on experimental data. This review paper aims to provide a comprehensive and comparative discussion of the major aspects of the IUQ methodologies that have been used on the physical models in system thermal-hydraulics codes. IUQ methods can be categorized by three main groups: frequentist (deterministic), Bayesian (probabilistic), and empirical (design-of-experiments). We used eight metrics to evaluate an IUQ method, including solidity, complexity, accessibility, independence, flexibility, comprehensiveness, transparency, and tractability. Twelve IUQ methods are reviewed, compared, and evaluated based on these eight metrics. Such comparative evaluation will provide a good guidance for users to select a proper IUQ method based on the IUQ problem under investigation.