research-article

Variance-aware multiple importance sampling

Authors:

Pascal Grittmann,

Iliyan Georgiev,

Philipp Slusallek,

Jaroslav KřivánekAuthors Info & Claims

ACM Transactions on Graphics (TOG), Volume 38, Issue 6

Article No.: 152, Pages 1 - 9

https://doi.org/10.1145/3355089.3356515

Published: 08 November 2019 Publication History

Abstract

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.

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Cited By

Yan KPegoraro VDroske MVorba JZhao S(2024)Differentiating Variance for Variance-Aware Inverse RenderingSIGGRAPH Asia 2024 Conference Papers10.1145/3680528.3687603(1-10)Online publication date: 3-Dec-2024
https://dl.acm.org/doi/10.1145/3680528.3687603
Sakai HFreude CAuzinger THahn DWimmer M(2024)A Statistical Approach to Monte Carlo DenoisingSIGGRAPH Asia 2024 Conference Papers10.1145/3680528.3687591(1-11)Online publication date: 3-Dec-2024
https://dl.acm.org/doi/10.1145/3680528.3687591
Ershov SKopylov MPozdnyakov SVoloboy A(2023)Optimal MIS weights in case of mixing 3 strategies for bidirectional MCRT with photon mapsMathematica Montisnigri10.20948/mathmontis-2023-57-557(65-83)Online publication date: 2023
https://doi.org/10.20948/mathmontis-2023-57-5
Show More Cited By

Index Terms

Variance-aware multiple importance sampling
1. Computing methodologies
  1. Computer graphics
    1. Rendering
      1. Ray tracing

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Published In

cover image ACM Transactions on Graphics

ACM Transactions on Graphics Volume 38, Issue 6

December 2019

1292 pages

ISSN:0730-0301

EISSN:1557-7368

DOI:10.1145/3355089

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Copyright © 2019 ACM.

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Publication History

Published: 08 November 2019

Published in TOG Volume 38, Issue 6

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Cited By

Yan KPegoraro VDroske MVorba JZhao S(2024)Differentiating Variance for Variance-Aware Inverse RenderingSIGGRAPH Asia 2024 Conference Papers10.1145/3680528.3687603(1-10)Online publication date: 3-Dec-2024
https://dl.acm.org/doi/10.1145/3680528.3687603
Sakai HFreude CAuzinger THahn DWimmer M(2024)A Statistical Approach to Monte Carlo DenoisingSIGGRAPH Asia 2024 Conference Papers10.1145/3680528.3687591(1-11)Online publication date: 3-Dec-2024
https://dl.acm.org/doi/10.1145/3680528.3687591
Ershov SKopylov MPozdnyakov SVoloboy A(2023)Optimal MIS weights in case of mixing 3 strategies for bidirectional MCRT with photon mapsMathematica Montisnigri10.20948/mathmontis-2023-57-557(65-83)Online publication date: 2023
https://doi.org/10.20948/mathmontis-2023-57-5
Sbert MElvira V(2022)Generalizing the Balance Heuristic Estimator in Multiple Importance SamplingEntropy10.3390/e2402019124:2(191)Online publication date: 27-Jan-2022
https://doi.org/10.3390/e24020191
Deng XHašan MCarr NXu ZMarschner S(2021)Path graphsACM Transactions on Graphics10.1145/3478513.348054740:6(1-15)Online publication date: 10-Dec-2021
https://dl.acm.org/doi/10.1145/3478513.3480547
Zheng SZheng FXu KYan L(2021)Ensemble denoising for Monte Carlo renderingsACM Transactions on Graphics10.1145/3478513.348051040:6(1-17)Online publication date: 10-Dec-2021
https://dl.acm.org/doi/10.1145/3478513.3480510
Peters C(2021)BRDF importance sampling for polygonal lightsACM Transactions on Graphics10.1145/3450626.345967240:4(1-14)Online publication date: 19-Jul-2021
https://dl.acm.org/doi/10.1145/3450626.3459672
Ogaki S(2020)Generalized Light PortalsProceedings of the ACM on Computer Graphics and Interactive Techniques10.1145/34061763:2(1-19)Online publication date: 26-Aug-2020
https://dl.acm.org/doi/10.1145/3406176
West RGeorgiev IGruson AHachisuka T(2020)Continuous multiple importance samplingACM Transactions on Graphics10.1145/3386569.339243639:4(136:1-136:12)Online publication date: 12-Aug-2020
https://dl.acm.org/doi/10.1145/3386569.3392436
Nabata KIwasaki KDobashi Y(2020)Resampling-aware Weighting Functions for Bidirectional Path Tracing Using Multiple Light Sub-PathsACM Transactions on Graphics10.1145/333899439:2(1-11)Online publication date: 3-Mar-2020
https://dl.acm.org/doi/10.1145/3338994
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