The aim of this talk is to explain what the multivariate-decomposition method is without going into too many technical details. I will introduce the topic of infinite-dimensional integration starting from a model problem for uncertainty quantification. Then I will spend some time on the multilevel method and the typical error bound statements that can be found in the literature. I will take the liberty to also present an atypical statement for deterministic quasi-Monte Carlo rules to set the scene for the multivariate-decomposition method which I will discuss next. As a final method I will touch the multiindex method and then finally end with some numerical results.