Abstract: We propose a method for accelerating a broad class of non-linear filters that includes the bilateral, non-local means, and other related filters. These filters can all be expressed in a similar way: First, assign each value to be filtered a position in some vector space. Then, replace every value with a weighted linear combination of all values, with weights determined by a Gaussian function of distance between the positions. If the values are pixel colors and the positions are (x, y) coordinates, this describes a Gaussian blur. If the positions are instead (x, y, r, g, b) coordinates in a five-dimensional space-color volume, this describes a bilateral filter. If we instead set the positions to local patches of color around the associated pixel, this describes non-local means. We describe a Monte-Carlo kd-tree sampling algorithm that efficiently computes any filter that can be expressed in this way, along with a GPU implementation of this technique. We use this algorithm to implement an accelerated bilateral filter that respects full 3D color distance; accelerated non-local means on single images, volumes, and unaligned bursts of images for denoising; and a fast adaptation of non-local means to geometry. If we have n values to filter, and each is assigned a position in a d-dimensional space, then our space complexity is O(dn) and our time complexity is O(dn log n), whereas existing methods are typically either exponential in d or quadratic in n.