Clearly a must read for anyone even remotely interested in numerical integration (be it stochastic and deterministic).
Toni has been (hyper)active in studying these methods both theoretically and practically.
arxiv.org/abs/2602.16218
Bayesian quadrature is a probabilistic, model-based approach to numerical integration, the estimation of intractable integrals, or expectations. Although Bayesian quadrature was popularised already in...
