Incremental Greedy Algorithm and Its Applications in Numerical Integration

@inproceedings{Temlyakov2016IncrementalGA,
  title={Incremental Greedy Algorithm and Its Applications in Numerical Integration},
  author={Vladimir N. Temlyakov},
  year={2016}
}
Applications of the Incremental Algorithm, which was developed in the theory of greedy algorithms in Banach spaces, to approximation and numerical integration are discussed. In particular, it is shown that the Incremental Algorithm provides an efficient way for deterministic construction of cubature formulas with equal weights, which give good rate of error decay for a wide variety of function classes. 
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