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We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski

We present a technique for efficiently synthesizing images of atmospheric clouds using a combination of Monte Carlo integration and neural networks. The intricacies of Lorenz-Mie scattering and the high albedo of cloud-forming aerosols make…

Machine Learning · Computer Science 2017-09-19 Simon Kallweit , Thomas Müller , Brian McWilliams , Markus Gross , Jan Novák

One representation of possible errors in a grayscale image reconstruction is as another grayscale image estimating potentially worrisome differences between the reconstruction and the actual "ground-truth" reality. Visualizations and…

Computation · Statistics 2019-02-05 Aaron Defazio , Mark Tygert

Real-world imaging systems acquire measurements that are degraded by noise, optical aberrations, and other imperfections that make image processing for human viewing and higher-level perception tasks challenging. Conventional cameras…

Computer Vision and Pattern Recognition · Computer Science 2021-05-11 Steven Diamond , Vincent Sitzmann , Frank Julca-Aguilar , Stephen Boyd , Gordon Wetzstein , Felix Heide

Discontinuous visibility changes remain a major bottleneck when optimizing surfaces within a physically-based inverse renderer. Many previous works have proposed sophisticated algorithms and data structures to sample visibility silhouettes…

Computer Vision and Pattern Recognition · Computer Science 2025-04-30 Ziyi Zhang , Nicolas Roussel , Wenzel Jakob

When dealing with difficult inverse problems such as inverse rendering, using Monte Carlo estimated gradients to optimise parameters can slow down convergence due to variance. Averaging many gradient samples in each iteration reduces this…

Graphics · Computer Science 2023-09-28 Martin Balint , Karol Myszkowski , Hans-Peter Seidel , Gurprit Singh

Biasing or importance sampling is a powerful technique in Monte Carlo radiative transfer, and can be applied in different forms to increase the accuracy and efficiency of simulations. One of the drawbacks of the use of biasing is the…

Instrumentation and Methods for Astrophysics · Physics 2016-05-11 Maarten Baes , Karl D. Gordon , Tuomas Lunttila , Simone Bianchi , Peter Camps , Mika Juvela , Rolf Kuiper

We develop a framework for rendering photographic images, taking into account display limitations, so as to optimize perceptual similarity between the rendered image and the original scene. We formulate this as a constrained optimization…

Computer Vision and Pattern Recognition · Computer Science 2020-07-28 Valero Laparra , Alex Berardino , Johannes Ballé , Eero P. Simoncelli

The image reconstruction of partially coherent light is interpreted as the quantum state reconstruction. The efficient method based on maximum-likelihood estimation is proposed to acquire information from registered intensity measurements…

Optics · Physics 2011-07-22 M. Jezek , Z. Hradil

We transpose an optimal control technique to the image segmentation problem. The idea is to consider image segmentation as a parameter estimation problem. The parameter to estimate is the color of the pixels of the image. We use the…

Numerical Analysis · Mathematics 2011-05-24 Hend Ben Ameur , Guy Chavent , Francois Clément , Pierre Weis

On the basis of statistical mechanics of the Q-Ising model, we formulate the Bayesian inference to the problem of inverse halftoning, which is the inverse process of representing gray-scales in images by means of black and white dots. Using…

Disordered Systems and Neural Networks · Physics 2015-05-13 Yohei Saika , Jun-ichi Inoue , Hiroyuki Tanaka , Masato Okada

We propose an image restoration algorithm that can control the perceptual quality and/or the mean square error (MSE) of any pre-trained model, trading one over the other at test time. Our algorithm is few-shot: Given about a dozen images…

Artificial Intelligence · Computer Science 2024-08-13 Theo Adrai , Guy Ohayon , Tomer Michaeli , Michael Elad

We investigate the feasibility of integrating quantum algorithms as subroutines of simulation-based optimisation problems with relevance to and potential applications in mathematical finance. To this end, we conduct a thorough analysis of…

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

Learned field transformations may help address ubiquitous critical slowing down and signal-to-noise problems in lattice field theory. In the context of an annealed sequence of distributions, field transformations are defined by integrating…

High Energy Physics - Lattice · Physics 2026-03-03 Michael S. Albergo , Gurtej Kanwar

Rendering algorithms typically integrate light paths over path space. However, integrating over this one unified space is not necessarily the most efficient approach, and we show that partitioning path space and integrating each of these…

Computer Vision and Pattern Recognition · Computer Science 2025-01-14 Thomas Bashford-Rogers , Luis Paulo Santos

Simulation studies are used to evaluate and compare the properties of statistical methods in controlled experimental settings. In most cases, performing a simulation study requires knowledge of the true value of the parameter, or estimand,…

Methodology · Statistics 2025-03-04 Ashley I. Naimi , David Benkeser , Jacqueline E. Rudolph

We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its…

Machine Learning · Computer Science 2019-09-04 Thomas Müller , Brian McWilliams , Fabrice Rousselle , Markus Gross , Jan Novák

In Monte Carlo integration an accurate and reliable determination of the numerical intregration error is essential. We point out the need for an independent estimate of the error on this error, for which we present an unbiased estimator. In…

Numerical Analysis · Mathematics 2016-10-12 R. Bakx , R. H. P. Kleiss , F. Versteegen

Conventional photoacoustic imaging may suffer from the limited view and bandwidth of ultrasound transducers. A deep learning approach is proposed to handle these problems and is demonstrated both in simulations and in experiments on a…

Image and Video Processing · Electrical Eng. & Systems 2020-11-19 Guillaume Godefroy , Bastien Arnal , Emmanuel Bossy