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Variance-Aware Multiple Importance Sampling

delete2019-11-08
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PRE
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P
Pascal Grittmann *
I
Iliyan Georgiev
J
Jaroslav Křivánek
DOI:10.1145/3355089.3356515delete
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Abstract

Abstract

En 中文
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.
Keywords:
multiple importance sampling
bidirectional path tracing
stratification
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Journal

ACM Transactions on Graphics cover
ACM Transactions on Graphics
IF:
9.5
Papers:
4.8K
Citations:
3.6W

Organization

A
autodesk, inc.
Scholars:
127
Papers: 88
Citations: 0
S
Saarland University
Scholars:
8.7K
Papers: 6.8K
Citations: 1.3W
C
Charles University Prague
Scholars:
3.0W
Papers: 2.2W
Citations: 158
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