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Related papers: Neural Importance Sampling

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We propose a neural approach for estimating spatially varying light selection distributions to improve importance sampling in Monte Carlo rendering, particularly for complex scenes with many light sources. Our method uses a neural network…

Graphics · Computer Science 2025-05-20 Pedro Figueiredo , Qihao He , Steve Bako , Nima Khademi Kalantari

Importance sampling is one of the most widely used variance reduction strategies in Monte Carlo rendering. In this paper, we propose a novel importance sampling technique that uses a neural network to learn how to sample from a desired…

Machine Learning · Computer Science 2024-03-25 Quan Zheng , Matthias Zwicker

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

High Energy Physics - Phenomenology · Physics 2020-10-21 Matthew D. Klimek , Maxim Perelstein

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

Although Monte Carlo path tracing is a simple and effective algorithm to synthesize photo-realistic images, it is often very slow to converge to noise-free results when involving complex global illumination. One of the most successful…

Achieving high efficiency in modern photorealistic rendering hinges on using Monte Carlo sampling distributions that closely approximate the illumination integral estimated for every pixel. Samples are typically generated from a set of…

Computer Vision and Pattern Recognition · Computer Science 2024-10-08 Joey Litalien , Miloš Hašan , Fujun Luan , Krishna Mullia , Iliyan Georgiev

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. F. W. van Hameren

We present an aid for importance sampling in Monte Carlo integration, which is of the general-purpose type in the sense that it in principle deals with any quadratically integrable integrand on a unit hyper-cube of arbitrary dimension. In…

High Energy Physics - Phenomenology · Physics 2009-07-29 A. van Hameren

Monte-Carlo path tracing is a powerful technique for realistic image synthesis but suffers from high levels of noise at low sample counts, limiting its use in real-time applications. To address this, we propose a framework with end-to-end…

Computer Vision and Pattern Recognition · Computer Science 2023-10-06 Antoine Scardigli , Lukas Cavigelli , Lorenz K. Müller

Traditional Monte Carlo integration using uniform random sampling exhibits degraded efficiency in low-regularity or high-dimensional problems. We propose a novel deep learning framework based on deterministic number-theoretic sampling…

Numerical Analysis · Mathematics 2025-07-03 Yu Yang , Pingan He , Xiaoling Peng , Qiaolin He

Deep neural network training spends most of the computation on examples that are properly handled, and could be ignored. We propose to mitigate this phenomenon with a principled importance sampling scheme that focuses computation on…

Machine Learning · Computer Science 2019-10-29 Angelos Katharopoulos , François Fleuret

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

Monte Carlo methods play a central role in particle physics, where they are indispensable for simulating scattering processes, modeling detector responses, and performing multi-dimensional integrals. However, traditional Monte Carlo methods…

Quantum Physics · Physics 2025-10-14 Heechan Yi , Kayoung Ban , Myeonghun Park , Kyoungchul Kong

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

Deep learning systems extensively use convolution operations to process input data. Though convolution is clearly defined for structured data such as 2D images or 3D volumes, this is not true for other data types such as sparse point…

Computer Vision and Pattern Recognition · Computer Science 2018-09-26 Pedro Hermosilla , Tobias Ritschel , Pere-Pau Vázquez , Àlvar Vinacua , Timo Ropinski

Importance sampling is a promising variance reduction technique for Monte Carlo simulation based derivative pricing. Existing importance sampling methods are based on a parametric choice of the proposal. This article proposes an algorithm…

Applications · Statistics 2009-04-14 Jan C. Neddermeyer

We present a new method for conducting Monte Carlo inference in graphical models which combines explicit search with generalized importance sampling. The idea is to reduce the variance of importance sampling by searching for significant…

Machine Learning · Computer Science 2013-01-18 Dale Schuurmans , Finnegan Southey

Recent advances in differentiable rendering have enabled high-quality reconstruction of 3D scenes from multi-view images. Most methods rely on simple rendering algorithms: pre-filtered direct lighting or learned representations of…

Graphics · Computer Science 2022-10-05 Jon Hasselgren , Nikolai Hofmann , Jacob Munkberg

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang
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