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» Optimizing Control Variate Estimators for Rendering
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JMLR
2006
143views more  JMLR 2006»
15 years 1 months ago
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
Rémi Munos
NIPS
2008
15 years 2 months ago
Bayesian Kernel Shaping for Learning Control
In kernel-based regression learning, optimizing each kernel individually is useful when the data density, curvature of regression surfaces (or decision boundaries) or magnitude of...
Jo-Anne Ting, Mrinal Kalakrishnan, Sethu Vijayakum...
CDC
2008
IEEE
15 years 7 months ago
Robust generalized asymptotic regulation against non-stationary sinusoidal disturbances
Abstract— Attenuation of sinusoidal disturbances with uncertain and arbitrarily time-varying frequencies is considered in the form of a generalized asymptotic regulation problem....
Hakan Köroglu, Carsten W. Scherer
CGF
2008
137views more  CGF 2008»
15 years 1 months ago
Exploiting Visibility Correlation in Direct Illumination
The visibility function in direct illumination describes the binary visibility over a light source, e.g., an environment map. Intuitively, the visibility is often strongly correla...
Petrik Clarberg, Tomas Akenine-Möller
CGF
2008
129views more  CGF 2008»
15 years 1 months ago
Sequential Monte Carlo Adaptation in Low-Anisotropy Participating Media
This paper presents a novel method that effectively combines both control variates and importance sampling in a sequential Monte Carlo context. The radiance estimates computed dur...
Vincent Pegoraro, Ingo Wald, Steven G. Parker