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Learning neural radiance fields of a scene has recently allowed realistic novel view synthesis of the scene, but they are limited to synthesize images under the original fixed lighting condition. Therefore, they are not flexible for the…

Computer Vision and Pattern Recognition · Computer Science 2021-10-26 Quan Zheng , Gurprit Singh , Hans-Peter Seidel

Real-time global illumination is key to enabling more dynamic and physically realistic worlds in performance-critical applications such as games or any other applications with real-time constraints.Hardware-accelerated ray tracing in modern…

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

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

Self-learning Monte Carlo (SLMC) method is a general algorithm to speedup MC simulations. Its efficiency has been demonstrated in various systems by introducing an effective model to propose global moves in the configuration space. In this…

Strongly Correlated Electrons · Physics 2018-06-06 Huitao Shen , Junwei Liu , Liang Fu

Multilevel Monte Carlo (MLMC) is a recently proposed variation of Monte Carlo (MC) simulation that achieves variance reduction by simulating the governing equations on a series of spatial (or temporal) grids with increasing resolution.…

Computation · Statistics 2017-04-26 Hillary Fairbanks , Alireza Doostan , Christian Ketelsen , Gianluca Iaccarino

Nested Monte Carlo is widely used for risk estimation, but its efficiency is limited by the discontinuity of the indicator function and high computational cost. This paper proposes a nested Multilevel Monte Carlo (MLMC) method combined with…

Numerical Analysis · Mathematics 2026-04-06 Yu Xu , Xiaoqun Wang

We propose a neural inverse rendering approach that jointly reconstructs geometry, spatially varying reflectance, and lighting conditions from multi-view images captured under varying directional lighting. Unlike prior multi-view…

Computer Vision and Pattern Recognition · Computer Science 2025-08-01 Xu Cao , Takafumi Taketomi

This work introduces a novel multilevel Monte Carlo (MLMC) metamodeling approach for variance function estimation. Although devising an efficient experimental design for simulation metamodeling can be elusive, the MLMC-based approach…

Methodology · Statistics 2025-04-22 Jingtao Zhang , Xi Chen

Simulating radiative transfer in the atmosphere with Monte Carlo ray tracing provides realistic surface irradiance in cloud-resolving models. However, Monte Carlo methods are computationally expensive because large sampling budgets are…

Atmospheric and Oceanic Physics · Physics 2025-06-16 Ment Reeze , Menno A. Veerman , Chiel C. van Heerwaarden

A multilevel Monte Carlo (MLMC) method for quantifying model-form uncertainties associated with the Reynolds-Averaged Navier-Stokes (RANS) simulations is presented. Two, high-dimensional, stochastic extensions of the RANS equations are…

Computational Physics · Physics 2018-11-05 Prashant Kumar , Martin Schmelzer , Richard P. Dwight

An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Computation · Statistics 2021-09-17 Naoki Awaya , Yasuhiro Omori

We present LASER, an image-based Monte Carlo Localization (MCL) framework for 2D floor maps. LASER introduces the concept of latent space rendering, where 2D pose hypotheses on the floor map are directly rendered into a…

Computer Vision and Pattern Recognition · Computer Science 2023-03-28 Zhixiang Min , Naji Khosravan , Zachary Bessinger , Manjunath Narayana , Sing Bing Kang , Enrique Dunn , Ivaylo Boyadzhiev

The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…

Computational Engineering, Finance, and Science · Computer Science 2016-07-13 Björn Gmeiner , Daniel Drzisga , Ulrich Ruede , Robert Scheichl , Barbara Wohlmuth

The recent research explosion around implicit neural representations, such as NeRF, shows that there is immense potential for implicitly storing high-quality scene and lighting information in compact neural networks. However, one major…

Computer Vision and Pattern Recognition · Computer Science 2021-06-30 Thomas Neff , Pascal Stadlbauer , Mathias Parger , Andreas Kurz , Joerg H. Mueller , Chakravarty R. Alla Chaitanya , Anton Kaplanyan , Markus Steinberger

In this article, we present a review of the recent developments on the topic of Multilevel Monte Carlo (MLMC) algorithm, in the paradigm of applications in financial engineering. We specifically focus on the recent studies conducted in two…

Computational Finance · Quantitative Finance 2022-09-30 Devang Sinha , Siddhartha P. Chakrabarty

As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a…

Computation · Statistics 2017-03-14 Louis J. M. Aslett , Tigran Nagapetyan , Sebastian J. Vollmer

Operator learning is a rapidly growing field that aims to approximate nonlinear operators related to partial differential equations (PDEs) using neural operators. These rely on discretization of input and output functions and are, usually,…

Machine Learning · Computer Science 2026-02-04 James Rowbottom , Stefania Fresca , Pietro Lio , Carola-Bibiane Schönlieb , Nicolas Boullé

We estimate the radiance field of large-scale dynamic areas from multiple vehicle captures under varying environmental conditions. Previous works in this domain are either restricted to static environments, do not scale to more than a…

Computer Vision and Pattern Recognition · Computer Science 2024-04-02 Tobias Fischer , Lorenzo Porzi , Samuel Rota Bulò , Marc Pollefeys , Peter Kontschieder

Existing Neural Radiance Fields (NeRF) methods suffer from the existence of reflective objects, often resulting in blurry or distorted rendering. Instead of calculating a single radiance field, we propose a multi-space neural radiance field…

Computer Vision and Pattern Recognition · Computer Science 2025-03-26 Ze-Xin Yin , Peng-Yi Jiao , Jiaxiong Qiu , Ming-Ming Cheng , Bo Ren