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We present a new algorithm for radiative transfer-based on a statistical Monte Carlo approach-that does not suffer from teleportation effects, on the one hand, and yields smooth results, on the other hand. Implicit Monte Carlo (IMC)…

Instrumentation and Methods for Astrophysics · Physics 2022-01-12 Elad Steinberg , Shay I. Heizler

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

We introduce a new class of Monte Carlo based approximations of expectations of random variables such that their laws are only available via certain discretizations. Sampling from the discretized versions of these laws can typically…

Computation · Statistics 2017-10-17 Dan Crisan , Pierre Del Moral , Jeremie Houssineau , Ajay Jasra

We present the first system for physically based, neural inverse rendering from multi-viewpoint videos of propagating light. Our approach relies on a time-resolved extension of neural radiance caching -- a technique that accelerates inverse…

Computer Vision and Pattern Recognition · Computer Science 2025-06-06 Anagh Malik , Benjamin Attal , Andrew Xie , Matthew O'Toole , David B. Lindell

We introduce methodology for real-time inference in general-state-space hidden Markov models. Specifically, we extend recent advances in controlled sequential Monte Carlo (CSMC) methods-originally proposed for offline smoothing-to the…

Computation · Statistics 2025-08-04 Liwen Xue , Axel Finke , Adam M. Johansen

Neural radiance fields (NeRFs) are a powerful tool for implicit scene representations, allowing for differentiable rendering and the ability to make predictions about unseen viewpoints. There has been growing interest in object and…

Robotics · Computer Science 2024-11-14 Boxuan Zhang , Lindsay Kleeman , Michael Burke

We propose TensoIR, a novel inverse rendering approach based on tensor factorization and neural fields. Unlike previous works that use purely MLP-based neural fields, thus suffering from low capacity and high computation costs, we extend…

Computer Vision and Pattern Recognition · Computer Science 2024-03-19 Haian Jin , Isabella Liu , Peijia Xu , Xiaoshuai Zhang , Songfang Han , Sai Bi , Xiaowei Zhou , Zexiang Xu , Hao Su

The rendering scheme in neural radiance field (NeRF) is effective in rendering a pixel by casting a ray into the scene. However, NeRF yields blurred rendering results when the training images are captured at non-uniform scales, and produces…

Computer Vision and Pattern Recognition · Computer Science 2023-09-19 Dongting Hu , Zhenkai Zhang , Tingbo Hou , Tongliang Liu , Huan Fu , Mingming Gong

We present a novel differentiable rendering framework for joint geometry, material, and lighting estimation from multi-view images. In contrast to previous methods which assume a simplified environment map or co-located flashlights, in this…

Computer Vision and Pattern Recognition · Computer Science 2023-03-31 Jingyang Zhang , Yao Yao , Shiwei Li , Jingbo Liu , Tian Fang , David McKinnon , Yanghai Tsin , Long Quan

Neural reflectance models are capable of reproducing the spatially-varying appearance of many real-world materials at different scales. Unfortunately, existing techniques such as NeuMIP have difficulties handling materials with strong…

Graphics · Computer Science 2024-04-25 Bowen Xue , Shuang Zhao , Henrik Wann Jensen , Zahra Montazeri

We propose neural control variates (NCV) for unbiased variance reduction in parametric Monte Carlo integration. So far, the core challenge of applying the method of control variates has been finding a good approximation of the integrand…

Machine Learning · Computer Science 2020-09-07 Thomas Müller , Fabrice Rousselle , Jan Novák , Alexander Keller

Multilevel Monte Carlo (MLMC) is a flexible and effective variance reduction technique for accelerating reliability assessments of complex power system. Recently, data-driven surrogate models have been proposed as lower-level models in the…

Machine Learning · Computer Science 2025-07-31 Ruiqi Zhang , Simon H. Tindemans

Radiological mapping plays a critical role in nuclear emergency response and environmental management activities. A radiation image, representing the spatial and intensity distribution of the radioactivity, is reconstructed from the…

Medical Physics · Physics 2026-03-04 Lei Pan , Jaewon Lee , Brian J. Quiter , Jakob Robnik , Uroš Seljak , Jayson R. Vavrek

We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…

Numerical Analysis · Mathematics 2016-11-30 Petr Plecháč , Erik von Schwerin

Neural Radiance Field (NeRF) is widely known for high-fidelity novel view synthesis. However, even the state-of-the-art NeRF model, Gaussian Splatting, requires minutes for training, far from the real-time performance required by multimedia…

Computer Vision and Pattern Recognition · Computer Science 2025-04-15 Yunpeng Tan , Junlin Hao , Jiangkai Wu , Liming Liu , Qingyang Li , Xinggong Zhang

The multilevel Monte Carlo (MLMC) method has been used for a wide variety of stochastic applications. In this paper we consider its use in situations in which input random variables can be replaced by similar approximate random variables…

Numerical Analysis · Mathematics 2022-04-08 Mike Giles , Oliver Sheridan-Methven

We present a scheme for fast environment light estimation from the RGBD appearance of individual objects and their local image areas. Conventional inverse rendering is too computationally demanding for real-time applications, and the…

Computer Vision and Pattern Recognition · Computer Science 2020-08-07 Xin Wei , Guojun Chen , Yue Dong , Stephen Lin , Xin Tong

Determining the state of a mobile robot is an essential building block of robot navigation systems. In this paper, we address the problem of estimating the robots pose in an indoor environment using 2D LiDAR data and investigate how modern…

This paper studies the multilevel Monte-Carlo estimator for the expectation of a maximum of conditional expectations. This problem arises naturally when considering many stress tests and appears in the calculation of the interest rate…

Computational Finance · Quantitative Finance 2021-04-14 Aurélien Alfonsi , Adel Cherchali , Jose Arturo Infante Acevedo

We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…

Numerical Analysis · Mathematics 2025-08-06 Vincent N. Novellino , Dmitriy Y. Anistratov