A New Variance Reduction Technique for Monte Carlo Form Factor Computation and Stochastic Jacobi Radiosity
Philippe Bekaert, Mateu Sbert, Yves Willens
, June 2000, pp. 35--46.
Abstract: This paper presents weighted importance sampling techniques for Monte Carlo form factor computation and for stochastic Jacobi radiosity system solution. Weighted importance sampling is a generalisation of importance sampling. The basic idea is to compute a-posteriori a correction factor to the importance sampling estimates, based on sample weights accumulated during sampling. With proper weights, the correction factor will compensate for statistical fluctuations and lead to a lower mean square error. Although weighted importance sampling is a simple extension to importance sampling, our experiments indicate that it can lead to a substantial reduction of the error at a very low additional computation and storage cost.
Keyword(s): Radiosity, Monte Carlo method, Weighted Importance Sampling, Variance Reduction, Stochastic Jacobi iterative method, Form Factor Computation
@inproceedings{Bekaert:2000:ANV,
author = {Philippe Bekaert and Mateu Sbert and Yves Willens},
title = {A New Variance Reduction Technique for Monte Carlo Form Factor Computation and Stochastic Jacobi Radiosity},
booktitle = {},
pages = {35--46},
month = jun,
year = {2000},
}
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