update docs

lectures/index.rst

@@ -62,3 +62,19 @@ maximum likelihood estimation.
 
    optimization/notebook.ipynb
    optimization/algorithms.rst
+
+===========
+Integration
+===========
+
+We examine different strategies for the numerical integration of functions. We discuss rules
+based on Newton-Cotes quadrature formulas, Gaussian quadrature, and Monte Carlo methods in the
+uni-dimensional and multi-dimensional case. We conclude by looking comparing the performance of
+the different approaches under different scenarios.
+
+
+.. toctree::
+   :maxdepth: 1
+
+   integration/notebook.ipynb
+   integration/algorithms.rst