Methods using importance sampling include the GHK algorithm (Geweke, Hajivassilou, McFadden and Keane), AR (accept-reject), Stern's method. There are also MCMC approaches to this problem including CRB (Chib's method with Rao-Blackwellization), CRT (Chib, Ritter, Tanner), ARK (accept-reject kernel), and ASK (adaptive sampling kernel).
Methods employing importance sampling encompass the GHK algorithm (Geweke, Hajivassilou, McFadden, and Keane) along with accept-reject techniques such as AR and Stern's method. Furthermore, MCMC strategies are applied to tackle this problem, including CRB (Chib's method with Rao-Blackwellization), CRT (Chib, Ritter, Tanner), ARK (accept-reject kernel), and ASK (adaptive sampling kernel).