Variance-Aware Multiple Importance Sampling

teaser for Variance-Aware Multiple Importance Sampling

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.

  author          = {Grittmann, Pascal and Georgiev, Iliyan and Slusallek, Philipp and K{\v{r}}iv{\'{a}}nek, Jaroslav},
  title           = {Optimal Multiple Importance Sampling},
  journal         = {ACM Transactions on Graphics (Proceedings of SIGGRAPH Asia 2019)},
  pages           = {152:1--152:9},
  volume          = {38},
  number          = {6},
  year            = 2019,
  month           = nov,
  date            = {2019-11-17/2019-11-20},
  doi             = {10.1145/3355089.3356515},
  publisher       = {ACM}

Recent Publications

A. Müller B. Schmidt A. Hildebrandt R. Membarth R. Leißa M. Kruse S. Hack
AnySeq: A High Performance Sequence Alignment Library based on Partial Evaluation

Proceedings of the 34th IEEE International Parallel \& Distributed Processing Symposium (IPDPS), pp. 1-11, New Orleans, LA, USA, May 5-8, 2020

Read more
E. Sánchez Morales R. Membarth A. Gaull P. Slusallek T. Dirndorfer A. Kammenhuber C. Lauer M. Botsch
Parallel Multi-Hypothesis Algorithm for Criticality Estimation in Traffic and Collision Avoidance

Proceedings of the 30th IEEE Intelligent Vehicles Symposium (IV), pp. 2164-2171, Paris, France, June 9-12, 2019

Read more
R. Membarth H. Dutta F. Hannig J. Teich
Efficient Mapping of Streaming Applications for Image Processing on Graphics Cards

Transactions on High-Performance Embedded Architectures and Compilers (Transactions on HiPEAC), V: 1-20, 2019

Read more