40-Issue 7

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https://diglib.eg.org/handle/10.2312/2633093

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    Geometric Sample Reweighting for Monte Carlo Integration
    (The Eurographics Association and John Wiley & Sons Ltd., 2021) Guo, Jerry Jinfeng; Eisemann, Elmar; Zhang, Fang-Lue and Eisemann, Elmar and Singh, Karan
    Numerical integration is fundamental in multiple Monte Carlo rendering problems. We present a sample reweighting scheme, including underlying theory, and analysis of numerical performance for the integration of an unknown one-dimensional function. Our method is simple to implement and builds upon the insight to link the weights to a function reconstruction process during integration. We provide proof that our solution is unbiased in one-dimensional cases and consistent in multi-dimensional cases. We illustrate its effectiveness in several use cases.