Geometric Sample Reweighting for Monte Carlo Integration
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Date
2021
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
The Eurographics Association and John Wiley & Sons Ltd.
Abstract
Numerical integration is fundamental in multiple Monte Carlo rendering problems. We present a sample reweighting scheme, including underlying theory, and analysis of numerical performance for the integration of an unknown one-dimensional function. Our method is simple to implement and builds upon the insight to link the weights to a function reconstruction process during integration. We provide proof that our solution is unbiased in one-dimensional cases and consistent in multi-dimensional cases. We illustrate its effectiveness in several use cases.
Description
@article{10.1111:cgf.14405,
journal = {Computer Graphics Forum},
title = {{Geometric Sample Reweighting for Monte Carlo Integration}},
author = {Guo, Jerry Jinfeng and Eisemann, Elmar},
year = {2021},
publisher = {The Eurographics Association and John Wiley & Sons Ltd.},
ISSN = {1467-8659},
DOI = {10.1111/cgf.14405}
}