Geometric Sample Reweighting for Monte Carlo Integration

08/05/2019
by   Jerry Jinfeng Guo, et al.
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We present a general sample reweighting scheme and its underlying theory for the integration of an unknown function with low dimensionality. Our method produces better results than standard weighting schemes for common sampling strategies, while avoiding bias. Our main insight is to link the weight derivation to the function reconstruction process during integration. The implementation of our solution is simple and results in an improved convergence behavior. We illustrate its benefit by applying our method to multiple Monte Carlo rendering problems.

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