Fourier Analysis of Stochastic Sampling Strategies for Assessing Bias and Variance in Integration

Jan Kautz, Katric Subr

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26 Citations (Scopus)
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Abstract

Each pixel in a photorealistic, computer generated picture is calculated by approximately integrating all the light arriving at the pixel, from the virtual scene. A common strategy to calculate these high-dimensional integrals is to average the estimates at stochastically sampled locations. The strategy with which the sampled locations are chosen is of utmost importance in deciding the quality of the approximation, and hence rendered image.

We derive connections between the spectral properties of stochastic sampling patterns and the first and second order statistics of estimates of integration using the samples. Our equations provide insight into the assessment of stochastic sampling strategies for integration. We show that the amplitude of the expected Fourier spectrum of sampling patterns is a useful indicator of the bias when used in numerical integration. We deduce that estimator variance is directly dependent on the variance of the sampling spectrum over multiple realizations of the sampling pattern. We then analyse Gaussian jittered sampling, a simple variant of jittered sampling, that allows a smooth trade-off of bias for variance in uniform (regular grid) sampling. We verify our predictions using spectral measurement, quantitative integration experiments and qualitative comparisons of rendered images.

Original languageEnglish
Number of pages11
JournalACM Transactions on Graphics
Volume32
Issue number4
DOIs
Publication statusPublished - Jul 2013

Keywords

  • stochastic sampling
  • Fourier analysis
  • Monte Carlo sampling

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