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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

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

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…

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

Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…

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

In view synthesis, a neural radiance field approximates underlying density and radiance fields based on a sparse set of scene pictures. To generate a pixel of a novel view, it marches a ray through the pixel and computes a weighted sum of…

Computer Vision and Pattern Recognition · Computer Science 2024-03-05 Nikita Morozov , Denis Rakitin , Oleg Desheulin , Dmitry Vetrov , Kirill Struminsky

Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…

Methodology · Statistics 2013-02-11 Cheng-Der Fuh , Huei-Wen Teng , Ren-Her Wang

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

In this manuscript, we introduce a novel technique for sampling and integrating direct illumination in the presence of many lights. Unlike previous work, the presented technique importance samples the product distribution of radiance and…

Graphics · Computer Science 2019-11-28 Jacopo Pantaleoni

Inverse rendering aims to recover scene geometry, material properties, and lighting from multi-view images. Given the complexity of light-surface interactions, importance sampling is essential for the evaluation of the rendering equation,…

Computer Vision and Pattern Recognition · Computer Science 2025-03-25 Chun Gu , Xiaofei Wei , Li Zhang , Xiatian Zhu

Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sam- pling in the framework of diffusion process and consider the change…

Probability · Mathematics 2018-03-28 Carsten Hartmann , Christof Schütte , Marcus Weber , Wei Zhang

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

Walk on stars (WoSt) has shown its power in being applied to Monte Carlo methods for solving partial differential equations, but the sampling techniques in WoSt are not satisfactory, leading to high variance. We propose a guiding-based…

Graphics · Computer Science 2025-05-02 Tianyu Huang , Jingwang Ling , Shuang Zhao , Feng Xu

This paper investigates a novel a-posteriori variance reduction approach in Monte Carlo image synthesis. Unlike most established methods based on lateral filtering in the image space, our proposition is to produce the best possible estimate…

Graphics · Computer Science 2019-06-04 Oskar Elek , Manu M. Thomas , Angus Forbes

Computational color constancy is a preprocessing step used in many camera systems. The main aim is to discount the effect of the illumination on the colors in the scene and restore the original colors of the objects. Recently, several deep…

Computer Vision and Pattern Recognition · Computer Science 2020-07-21 Firas Laakom , Jenni Raitoharju , Alexandros Iosifidis , Jarno Nikkanen , Moncef Gabbouj

Solving decision problems in complex, stochastic environments is often achieved by estimating the expected outcome of decisions via Monte Carlo sampling. However, sampling may overlook rare, but important events, which can severely impact…

Machine Learning · Statistics 2023-05-16 Lachlan Gibson , Marcus Hoerger , Dirk Kroese

Importance sampling is a popular variance reduction method for Monte Carlo estimation, where a notorious question is how to design good proposal distributions. While in most cases optimal (zero-variance) estimators are theoretically…

Statistics Theory · Mathematics 2021-02-22 Carsten Hartmann , Lorenz Richter

Stochastic sampling techniques are ubiquitous in real-time rendering, where performance constraints force the use of low sample counts, leading to noisy intermediate results. To remove this noise, the post-processing step of temporal and…

Graphics · Computer Science 2023-10-25 William Donnelly , Alan Wolfe , Judith Bütepage , Jon Valdés
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