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» Optimizing Control Variate Estimators for Rendering
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JMLR
2006
143views more  JMLR 2006»
14 years 9 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
14 years 11 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 4 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»
14 years 9 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»
14 years 9 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