This survey addresses sampling discretization and its connections with other areas of mathematics. We present here known results on sampling discretization of both integral norms and the uniform norm beginning with classical results and ending with v
ery recent achievements. We also show how sampling discretization connects to spectral properties and operator norms of submatrices, embedding of finite-dimensional subspaces, moments of marginals of high-dimensional distributions, and learning theory. Along with the corresponding results, important techniques for proving those results are discussed as well.
