Adaptive multiple importance sampling for general functions
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F17%3A00312276" target="_blank" >RIV/68407700:21230/17:00312276 - isvavai.cz</a>
Result on the web
<a href="https://link.springer.com/article/10.1007/s00371-017-1398-1" target="_blank" >https://link.springer.com/article/10.1007/s00371-017-1398-1</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s00371-017-1398-1" target="_blank" >10.1007/s00371-017-1398-1</a>
Alternative languages
Result language
angličtina
Original language name
Adaptive multiple importance sampling for general functions
Original language description
We propose a mathematical expression for the optimal distribution of the number of samples in multiple importance sampling (MIS) and also give heuristics that work well in practice. The MIS balance heuristic is based on weighting several sampling techniques into a single estimator, and it is equal to Monte Carlo integration using a mixture of distributions. The MIS balance heuristic has been used since its invention almost exclusively with an equal number of samples from each technique. We introduce the sampling costs and adapt the formulae to work well with them. We also show the relationship between the MIS balance heuristic and the linear combination of these techniques, and that MIS balance heuristic minimum variance is always less or equal than the minimum variance of the independent techniques. Finally, we give one-dimensional and two-dimensional function examples, including an environment map illumination computation with occlusion.
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/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)
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
The Visual Computer
ISSN
0178-2789
e-ISSN
1432-2315
Volume of the periodical
33
Issue of the periodical within the volume
6-8
Country of publishing house
DE - GERMANY
Number of pages
11
Pages from-to
845-855
UT code for WoS article
000402964800016
EID of the result in the Scopus database
2-s2.0-85019082822