Geometric Sample Reweighting for Monte Carlo Integration

Guo, Jerry Jinfeng; Eisemann, Elmar

Geometric Sample Reweighting for Monte Carlo Integration

Files

v40i7pp109-119.pdf (24.48 MB)

paper1045_mm.pdf (2.73 MB)

Date

2021

Authors

Guo, Jerry Jinfeng
Eisemann, Elmar

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.

        @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
}
}