GHK algorithmGHK algorithmImportance sampling methodThe GHK algorithm (Geweke, Hajivassiliou and Keane) is an importance sampling method for simulating choice probabilities in the multivariate probit model.Read it on Wikipedia ยท Version rolledNotableTop 29%72,400SPBadges13 earnedโProblem SetObscure+49,666 SPHas 20+ math formulas. ยท 53 formulas๐งฎEquationObscure+17,503 SPHas a math formula.๐๏ธPigeonholedNotable+1,111 SPIn exactly one category.Basic10โฐStuck in a Loop๐ No Aliases๐Faceless๐ชดStart-Class๐English Only๐Clean Record๐Cites a Book๐ซLipogram๐ฉปBare Bones๐ฌPeer Reviewed