Multiple importance sampling revisited: breaking the bounds

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F18%3A00320743" target="_blank" >RIV/68407700:21230/18:00320743 - isvavai.cz</a>
Result on the web
<a href="https://link.springer.com/article/10.1186/s13634-018-0531-2" target="_blank" >https://link.springer.com/article/10.1186/s13634-018-0531-2</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1186/s13634-018-0531-2" target="_blank" >10.1186/s13634-018-0531-2</a>

Result language
angličtina
Original language name
Multiple importance sampling revisited: breaking the bounds
Original language description
We revisit the multiple importance sampling (MIS) estimator and investigate the bound on the efficiency improvement over balance heuristic estimator with equal count of samples established in Veach's thesis. We revise the proof for this and come to the conclusion that there is no such bound and henceforth it makes sense to look for new estimators that improve on balance heuristic estimator with equal count of samples. Next, we examine a recently introduced non-balance heuristic MIS estimator that is provably better than balance heuristic with equal count of samples, and we improve it both in variance and efficiency. We then obtain an equally provably better one-sample balance heuristic estimator, and finally, we introduce a heuristic for the count of samples that can be used when the individual techniques are biased. All in all, we present three new sampling strategies to improve on both variance and efficiency on the balance heuristic using non-equal count of samples.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

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
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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