A survey of existing multidimensional quadrature routines by D. K. Kahaner Subregion adaptive algorithms for multiple integrals by A. Genz Parallel systems and adaptive integration by E. de Doncker and J. A. Kapenga High-dimensional numerical integration and massively parallel computing by M. Mascagni Multiple integration in Bayesian psychometrics by R. K. Tsutakawa Laplace's method in Bayesian analysis by R. E. Kass, L. Tierney, and J. B. Kadane Monte Carlo integration in Bayesian statistical analysis by R. L. Wolpert Generic, algorithmic approaches to Monte Carlo integration in Bayesian inference by J. Geweke Adaptive importance sampling and chaining by M. Evans Monte Carlo integration in general dynamic models by P. Muller Monte Carlo integration via importance sampling: Dimensionality effect and an adaptive algorithm by M.-S. Oh Comparison of simulation methods in the estimation of the ordered characteristic roots of a random covariance matrix by V. Luzar and I. Olkin A stationary stochastic approximation method by J. F. Monahan and R. F. Liddle Inequalities and bounds for a class of multiple probability integrals, with applications by Y. L. Tong A Gaussian cubature formula for the computation of generalized $B$-splines and its application to serial correlation by V. K. Kaishev Computational problems associated with minimizing the risk in a simple clinical trial by J. P. Hardwick Discussion on papers by Geweke, Wolpert, Evans, Oh, and Kass, Tierney, and Kadane by J. H. Albert Comments on computational conveniences discussed in articles by Evans, Geweke, Muller, and Kass-Tierney-Kadane by R. Shanmugam A discussion of papers by Genz, Tsutakawa, and Tong by I. Olkin A discussion of papers by Luzar and Olkin, Kaishev, and Monahan and Liddle by N. Flournoy.
