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Now showing 1 - 4 of 4
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    Improving Performance and Accuracy of Local PCA
    (The Eurographics Association and Blackwell Publishing Ltd., 2011) Gassenbauer, Václav; Krivánek, Jaroslav; Bouatouch, Kadi; Bouville, Christian; Ribardière, Mickaël; Bing-Yu Chen, Jan Kautz, Tong-Yee Lee, and Ming C. Lin
    Local Principal Component Analysis (LPCA) is one of the popular techniques for dimensionality reduction and data compression of large data sets encountered in computer graphics. The LPCA algorithm is a variant of kmeans clustering where the repetitive classification of high dimensional data points to their nearest cluster leads to long execution times. The focus of this paper is on improving the efficiency and accuracy of LPCA. We propose a novel SortCluster LPCA algorithm that significantly reduces the cost of the point-cluster classification stage, achieving a speed-up of up to 20. To improve the approximation accuracy, we investigate different initialization schemes for LPCA and find that the k-means++ algorithm [AV07] yields best results, however at a high computation cost. We show that similar ideas that lead to the efficiency of our SortCluster LPCA algorithm can be used to accelerate k-means++. The resulting initialization algorithm is faster than purely random seeding while producing substantially more accurate data approximation.
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    Bayesian and Quasi Monte Carlo Spherical Integration for Illumination Integrals
    (The Eurographics Association, 2014) Marques, Ricardo; Bouville, Christian; Bouatouch, Kadi; Nicolas Holzschuch and Karol Myszkowski
    The spherical sampling of the incident radiance function entails a high computational cost. Therefore the illumination integral must be evaluated using a limited set of samples. Such a restriction raises the question of how to obtain the most accurate approximation possible with such a limited set of samples. We need to ensure that sampling produces the highest amount of information possible by carefully placing the limited set of samples. Furthermore we want our integral evaluation to take into account not only the information produced by the sampling but also possible information available prior to sampling. In this tutorial we focus on the case of hemispherical sampling for spherical Monte Carlo (MC) integration. We will show that existing techniques can be improved by making a detailed analysis of the theory of MC spherical integration. We will then use this theory to identify and improve the weak points of current approaches, based on very recent advances in the fields of integration and spherical Quasi-Monte Carlo integration.
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    Two-Level Adaptive Sampling for Illumination Integrals using Bayesian Monte Carlo
    (The Eurographics Association, 2016) Marques, Ricardo; Bouville, Christian; Santos, Luis P.; Bouatouch, Kadi; T. Bashford-Rogers and L. P. Santos
    Bayesian Monte Carlo (BMC) is a promising integration technique which considerably broadens the theoretical tools that can be used to maximize and exploit the information produced by sampling, while keeping the fundamental property of data dimension independence of classical Monte Carlo (CMC). Moreover, BMC uses information that is ignored in the CMC method, such as the position of the samples and prior stochastic information about the integrand, which often leads to better integral estimates. Nevertheless, the use of BMC in computer graphics is still in an incipient phase and its application to more evolved and widely used rendering algorithms remains cumbersome. In this article we propose to apply BMC to a two-level adaptive sampling scheme for illumination integrals. We propose an efficient solution for the second level quadrature computation and show that the proposed method outperforms adaptive quasi-Monte Carlo in terms of image error and high frequency noise.
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    Optimal Sample Weights for Hemispherical Integral Quadratures
    (© 2019 The Eurographics Association and John Wiley & Sons Ltd., 2019) Marques, Ricardo; Bouville, Christian; Bouatouch, Kadi; Chen, Min and Benes, Bedrich
    This paper proposes optimal quadrature rules over the hemisphere for the shading integral. We leverage recent work regarding the theory of quadrature rules over the sphere in order to derive a new theoretical framework for the general case of hemispherical quadrature error analysis. We then apply our framework to the case of the shading integral. We show that our quadrature error theory can be used to derive optimal sample weights (OSW) which account for both the features of the sampling pattern and the bidirectional reflectance distribution function (BRDF). Our method significantly outperforms familiar Quasi Monte Carlo (QMC) and stochastic Monte Carlo techniques. Our results show that the OSW are very effective in compensating for possible irregularities in the sample distribution. This allows, for example, to significantly exceed the regular convergence rate of stochastic Monte Carlo while keeping the exact same sample sets. Another important benefit of our method is that OSW can be applied whatever the sampling points distribution: the sample distribution need not follow a probability density function, which makes our technique much more flexible than QMC or stochastic Monte Carlo solutions. In particular, our theoretical framework allows to easily combine point sets derived from different sampling strategies (e.g. targeted to diffuse and glossy BRDF). In this context, our rendering results show that our approach overcomes MIS (Multiple Importance Sampling) techniques.This paper proposes optimal quadrature rules over the hemisphere for the shading integral. We leverage recent work regarding the theory of quadrature rules over the sphere in order to derive a new theoretical framework for the general case of hemispherical quadrature error analysis. We then apply our framework to the case of the shading integral. We show that our quadrature error theory can be used to derive optimal sample weights (OSW) which account for both the features of the sampling pattern and the material reflectance function (BRDF). Our method significantly outperforms familiar Quasi Monte Carlo (QMC) and stochastic Monte Carlo techniques. Our results show that the OSW are very effective in compensating for possible irregularities in the sample distribution. This allows, for example, to significantly exceed the regular convergence rate of stochastic Monte Carlo while keeping the exact same sample sets.