Variance Analysis of Multi-sample and One-sample Multiple Importance Sampling

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F16%3A00302580" target="_blank" >RIV/68407700:21230/16:00302580 - isvavai.cz</a>

Result on the web

<a href="http://onlinelibrary.wiley.com/doi/10.1111/cgf.13042/abstract" target="_blank" >http://onlinelibrary.wiley.com/doi/10.1111/cgf.13042/abstract</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1111/cgf.13042" target="_blank" >10.1111/cgf.13042</a>

Result language

angličtina

Original language name

Variance Analysis of Multi-sample and One-sample Multiple Importance Sampling

Original language description

We reexamine in this paper the variance for the Multiple Importance Sampling (MIS) estimator for multi-sample and one-sample model. As a result of our analysis we can obtain the optimal estimator for the multi-sample model for the case where the weights do not depend on the count of samples. We extend the analysis to include the cost of sampling. With these results in hand we find a better estimator than balance heuristic with equal count of samples. Further, we show that the variance for the one-sample model is larger or equal than for the multi-sample model, and that there are only two cases where the variance is the same. Finally, we study on four examples the difference of variances for equal count as used by Veach, our new estimator, and a recently introduced heuristic.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

IN - Informatics

OECD FORD branch

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Project

<a href="/en/project/GA14-19213S" target="_blank" >GA14-19213S: On-site acquisition, compression and rendering of spatially varying surface reflectances</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2016

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

COMPUTER GRAPHICS FORUM

ISSN

0167-7055

e-ISSN

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Volume of the periodical

35

Issue of the periodical within the volume

7

Country of publishing house

US - UNITED STATES

Number of pages

10

Pages from-to

451-460

UT code for WoS article

000388497400046

EID of the result in the Scopus database

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