Vector-Valued Monte Carlo Integration Using Ratio Control Variates

Haolin Lu, Delio Vicini, Wesley Chang, Tzu-Mao Li

Abstract: Variance reduction techniques are widely used for reducing the noise of Monte Carlo integration. However, these techniques are typically designed with the assumption that the integrand is scalar-valued. Recognizing that rendering and inverse rendering broadly involve vector-valued integrands, we identify the limitations of classical variance reduction methods in this context. To address this, we introduce ratio control variates, an estimator that leverages a ratio-based approach instead of the conventional difference-based control variates. Our analysis and experiments demonstrate that ratio control variables can significantly reduce the mean squared error of vector-valued integration compared to existing methods and are broadly applicable to various rendering and inverse rendering tasks.

External IDs:doi:10.1145/3731175