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We construct importance sampling schemes for stochastic differential equations with small noise and fast oscillating coefficients. Standard Monte Carlo methods perform poorly for these problems in the small noise limit. With multiscale…

Probability · Mathematics 2012-02-03 Paul Dupuis , Konstantinos Spiliopoulos , Hui Wang

Efficient sampling of many-dimensional and multimodal density functions is a task of great interest in many research fields. We describe an algorithm that allows parallelizing inherently serial Markov chain Monte Carlo (MCMC) sampling by…

Computation · Statistics 2020-08-10 Vasyl Hafych , Philipp Eller , Oliver Schulz , Allen Caldwell

Stochastic resonance describes the utility of noise in improving the detectability of weak signals in certain types of systems. It has been observed widely in natural and engineered settings, but its utility in image classification with…

Computer Vision and Pattern Recognition · Computer Science 2025-02-21 Siegfried Ludwig

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

Physically-based renderings contain Monte-Carlo noise, with variance that increases as the number of rays per pixel decreases. This noise, while zero-mean for good modern renderers, can have heavy tails (most notably, for scenes containing…

Computer Vision and Pattern Recognition · Computer Science 2024-08-28 Vaibhav Vavilala , Rahul Vasanth , David Forsyth

Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…

Numerical Analysis · Mathematics 2017-01-04 Bogdan Opanchuk , Simon Kiesewetter , Peter D. Drummond

When solving stochastic partial differential equations (SPDEs) driven by additive spatial white noise, the efficient sampling of white noise realizations can be challenging. Here, we present a new sampling technique that can be used to…

Numerical Analysis · Mathematics 2023-01-10 Matteo Croci , Michael B. Giles , Marie E. Rognes , Patrick E. Farrell

This paper focuses on signal processing tasks in which the signal is transformed from the signal space to a higher dimensional coefficient space (also called phase space) using a continuous frame, processed in the coefficient space, and…

Numerical Analysis · Mathematics 2021-09-14 Ron Levie , Haim Avron

The problem of denoising a one-dimensional signal possessing varying degrees of smoothness is ubiquitous in time-domain astronomy and astronomical spectroscopy. For example, in the time domain, an astronomical object may exhibit a smoothly…

Instrumentation and Methods for Astrophysics · Physics 2022-02-01 Collin A. Politsch , Jessi Cisewski-Kehe , Rupert A. C. Croft , Larry Wasserman

During the acquisition of an image from its source, noise always becomes an integral part of it. Various algorithms have been used in past to denoise the images. Image denoising still has scope for improvement. Visual information…

Image and Video Processing · Electrical Eng. & Systems 2019-09-17 Santosh Paudel , Ajay Kumar Shrestha , Pradip Singh Maharjan , Rameshwar Rijal

Building upon score-based learning, new interest in stochastic localization techniques has recently emerged. In these models, one seeks to noise a sample from the data distribution through a stochastic process, called observation process,…

Machine Learning · Statistics 2026-02-24 Louis Grenioux , Maxence Noble , Marylou Gabrié , Alain Oliviero Durmus

3D Gaussian splatting (3DGS) is a popular radiance field method, with many application-specific extensions. Most variants rely on the same core algorithm: depth-sorting of Gaussian splats then rasterizing in primitive order. This ensures…

Computer Vision and Pattern Recognition · Computer Science 2025-04-01 Shakiba Kheradmand , Delio Vicini , George Kopanas , Dmitry Lagun , Kwang Moo Yi , Mark Matthews , Andrea Tagliasacchi

In the Monte Carlo (MC) method statistical noise is usually present. Statistical noise may become dominant in the calculation of a distribution, usually by iteration, but is less Important in calculating integrals. The subject of the…

Computational Physics · Physics 2013-11-08 Mihály Makai , Zoltán Szatmáry

Consider a real-valued function that can only be observed with stochastic noise at a finite set of design points within a Euclidean space. We wish to determine whether there exists a convex function that goes through the true function…

Other Statistics · Statistics 2018-07-30 Nanjing Jian , Shane G. Henderson

Spatiotemporal sensitivity to high frequency information declines with increased peripheral eccentricity. Foveated rendering exploits this by decreasing the spatial resolution of rendered images in peripheral vision, reducing the rendering…

We study a stochastic optimization problem in which the sampling distribution depends on the decision variable, and the available samples are generated through an iterate-dependent Markov chain. Such settings arise naturally in problems…

Optimization and Control · Mathematics 2026-05-18 Anik Kumar Paul , Shalabh Bhatnagar

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

Image denoising has achieved unprecedented progress as great efforts have been made to exploit effective deep denoisers. To improve the denoising performance in realworld, two typical solutions are used in recent trends: devising better…

Image and Video Processing · Electrical Eng. & Systems 2022-04-06 Yunhao Zou , Ying Fu

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

Particle smoothing methods are used for inference of stochastic processes based on noisy observations. Typically, the estimation of the marginal posterior distribution given all observations is cumbersome and computational intensive. In…

Machine Learning · Computer Science 2017-05-24 H. -Ch. Ruiz , H. J. Kappen