The Azure Sentinel docs will get an update soon around the proper role that is needed for analysts to be able to run Notebooks, but this has become a common question recently and worth highlighting prior to the docs update.
Even with the proper Azure Sentinel roles applied, if a user receives a message similar to the following…

…you’ll want to grant Contributor permissions to the user in the actual Azure Machine Learning workspace that has been created.

More information on proper ML roles can be found here: Manage roles in your workspace – Azure Machine Learning | Microsoft Docs
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