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Primary-space Adaptive Control Variates Using Piecewise-polynomial Approximations

Published: 15 July 2021 Publication History

Abstract

We present an unbiased numerical integration algorithm that handles both low-frequency regions and high-frequency details of multidimensional integrals. It combines quadrature and Monte Carlo integration by using a quadrature-based approximation as a control variate of the signal. We adaptively build the control variate constructed as a piecewise polynomial, which can be analytically integrated, and accurately reconstructs the low-frequency regions of the integrand. We then recover the high-frequency details missed by the control variate by using Monte Carlo integration of the residual. Our work leverages importance sampling techniques by working in primary space, allowing the combination of multiple mappings; this enables multiple importance sampling in quadrature-based integration. Our algorithm is generic and can be applied to any complex multidimensional integral. We demonstrate its effectiveness with four applications with low dimensionality: transmittance estimation in heterogeneous participating media, low-order scattering in homogeneous media, direct illumination computation, and rendering of distribution effects. Finally, we show how our technique is extensible to integrands of higher dimensionality by computing the control variate on Monte Carlo estimates of the high-dimensional signal, and accounting for such additional dimensionality on the residual as well. In all cases, we show accurate results and faster convergence compared to previous approaches.

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    cover image ACM Transactions on Graphics
    ACM Transactions on Graphics  Volume 40, Issue 3
    June 2021
    264 pages
    ISSN:0730-0301
    EISSN:1557-7368
    DOI:10.1145/3463476
    Issue’s Table of Contents
    Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected].

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    Publication History

    Published: 15 July 2021
    Accepted: 01 February 2021
    Revised: 01 January 2021
    Received: 01 August 2020
    Published in TOG Volume 40, Issue 3

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    Author Tags

    1. Numerical integration
    2. adaptive quadrature
    3. rendering
    4. control variates
    5. piecewise polynomial

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    • Research-article
    • Refereed

    Funding Sources

    • European Research Council (ERC) under the EU’s Horizon 2020 research and innovation programme (project CHAMELEON)
    • DARPA (Project REVEAL)
    • Spanish Ministry of Economy and Competitiveness
    • Spanish Ministry of Science and Innovation

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    • (2023)Recursive Control Variates for Inverse RenderingACM Transactions on Graphics10.1145/359213942:4(1-13)Online publication date: 26-Jul-2023
    • (2022)Regression-based Monte Carlo integrationACM Transactions on Graphics10.1145/3528223.353009541:4(1-14)Online publication date: 22-Jul-2022
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