A variance analysis of the Metropolis Light Transport algorithm

The Metropolis Light Transport algorithm is a variant of the classic Metropolis method used in statistical physics. A variance analysis of the Metropolis Light Transport algorithm is presented that bounds its variance in terms of the number of paths used and the intrinsic correlation between samples...

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Vydané v:	Computers & graphics Ročník 25; číslo 2; s. 287 - 294
Hlavní autori:	Ashikhmin, Michael, Premože, Simon, Shirley, Peter, Smits, Brian
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier Ltd 01.04.2001
Predmet:	Analysis of algorithms and problem complexity Monte Carlo numerical algorithms and problems Probability and statistics raytracing Simulation and modeling Three-dimensional graphics and realism Analysis of algorithms and problem complexity Three-dimensional graphics and realism Monte Carlo raytracing Probability and statistics numerical algorithms and problems Simulation and modeling
ISSN:	0097-8493, 1873-7684
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Popis
Shrnutí:	The Metropolis Light Transport algorithm is a variant of the classic Metropolis method used in statistical physics. A variance analysis of the Metropolis Light Transport algorithm is presented that bounds its variance in terms of the number of paths used and the intrinsic correlation between samples. It is shown that the variance of a pixel is Θ(1/ N), where N is the number of samples for the entire image. The analysis uses basic probability, Bayes’ law, and the principle of stationary distributions. This result implies that the presence of correlation in the algorithm does not make its asymptotic time complexity worse than uncorrelated Monte Carlo methods such as path tracing.
Bibliografia:	ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23
ISSN:	0097-8493 1873-7684
DOI:	10.1016/S0097-8493(00)00131-X