Optimal Multiple Importance Sampling
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F19%3A10396741" target="_blank" >RIV/00216208:11320/19:10396741 - isvavai.cz</a>
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=Mpb-2-uOvr" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=Mpb-2-uOvr</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1145/3306346.3323009" target="_blank" >10.1145/3306346.3323009</a>
Alternative languages
Result language
angličtina
Original language name
Optimal Multiple Importance Sampling
Original language description
Multiple Importance Sampling (MIS) is a key technique for achieving robustness of Monte Carlo estimators in computer graphics and other fields. We derive optimal weighting functions for MIS that provably minimize the variance of an MIS estimator, given a set of sampling techniques. We show that the resulting variance reduction over the balance heuristic can be higher than predicted by the variance bounds derived by Veach and Guibas, who assumed only non-negative weights in their proof. We theoretically analyze the variance of the optimal MIS weights and show the relation to the variance of the balance heuristic. Furthermore, we establish a connection between the new weighting functions and control variates as previously applied to mixture sampling. We apply the new optimal weights to integration problems in light transport and show that they allow for new design considerations when choosing the appropriate sampling techniques for a given integration problem.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
ACM Transactions on Graphics
ISSN
0730-0301
e-ISSN
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Volume of the periodical
38
Issue of the periodical within the volume
4
Country of publishing house
US - UNITED STATES
Number of pages
14
Pages from-to
37
UT code for WoS article
000475740600011
EID of the result in the Scopus database
2-s2.0-85073888298