Multivariate Gaussian cumulative distribution functions as the marginal likelihood of their dual Bayesian probit models
多元高斯累积分布函数与对偶贝叶斯 probit 模型的边际似然
Summary The computation of multivariate Gaussian cumulative distribution functions is a key step in many statistical procedures, often representing a crucial computational bottleneck. Over the past few decades, efficient algorithms have been proposed to address this problem, mainly using Monte Carlo solutions. This work highlights a connection between the multivariate Gaussian cumulative distribution function and the marginal likelihood of a tailored dual Bayesian probit…