Computer Graphics Forum
Geometric Sample Reweighting for Monte Carlo Integration
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.
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@article{bib:guo:2021, author = { Guo, Jerry and Eisemann, Elmar }, title = { Geometric Sample Reweighting for Monte Carlo Integration }, journal = { Computer Graphics Forum }, volume = { 40 }, year = { 2021 }, pages = { 109--119 }, doi = { 10.1111/cgf.14405 }, dblp = { journals/cgf/GuoE21 }, url = { https://publications.graphics.tudelft.nl/papers/84 }, }