Variance-Aware 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%3A10407242" target="_blank" >RIV/00216208:11320/19:10407242 - isvavai.cz</a>
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=TZAnCsokby" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=TZAnCsokby</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1145/3355089.3356515" target="_blank" >10.1145/3355089.3356515</a>
Alternative languages
Result language
angličtina
Original language name
Variance-Aware Multiple Importance Sampling
Original language description
Many existing Monte Carlo methods rely on multiple importance sampling (MIS) to achieve robustness and versatility. Typically, the balance or power heuristics are used, mostly thanks to the seemingly strong guarantees on their variance. We show that these MIS heuristics are oblivious to the effect of certain variance reduction techniques like stratification. This shortcoming is particularly pronounced when unstratified and stratified techniques are combined (e.g., in a bidirectional path tracer). We propose to enhance the balance heuristic by injecting variance estimates of individual techniques, to reduce the variance of the combined estimator in such cases. Our method is simple to implement and introduces little overhead.
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
<a href="/en/project/GA19-07626S" target="_blank" >GA19-07626S: High-fidelity appearance fabrication</a><br>
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
6
Country of publishing house
US - UNITED STATES
Number of pages
9
Pages from-to
152
UT code for WoS article
000498397300002
EID of the result in the Scopus database
2-s2.0-85078934263