惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

S
SegmentFault 最新的问题
B
Blog
P
Proofpoint News Feed
美团技术团队
The GitHub Blog
The GitHub Blog
Y
Y Combinator Blog
A
About on SuperTechFans
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
Vercel News
Vercel News
有赞技术团队
有赞技术团队
小众软件
小众软件
H
Hackread – Cybersecurity News, Data Breaches, AI and More
Google DeepMind News
Google DeepMind News
Martin Fowler
Martin Fowler
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
aimingoo的专栏
aimingoo的专栏
H
Help Net Security
罗磊的独立博客
L
LangChain Blog
GbyAI
GbyAI
腾讯CDC
T
The Blog of Author Tim Ferriss
Microsoft Security Blog
Microsoft Security Blog

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Rao-Blackwellized Markov chain Monte Carlo Light Transport
Sascha Holl, Gurprit Singh, Hans-Peter Seidel · 2026-05-10 · via math.PR updates on arXiv.org

In light transport simulation, Markov chain Monte Carlo methods are particularly effective at exploring regions with complex lighting characteristics. However, estimator variance is a central concern across Monte Carlo methods in general. In light transport, high variance directly manifests as increased noise or, equivalently, longer rendering times at fixed image quality. Variance reduction techniques based on Rao-Blackwellization have proven particularly effective. In practice, however, the RB approach traditionally used in light transport, waste-recycling, can yield little to no measurable variance reduction, a fact we empirically confirm in this work. Motivated by this lack of effective variance reduction, we introduce a novel RB technique for the general-purpose Metropolis-Hastings algorithm that is computationally efficient and achieves substantial variance reduction. We show that this method consistently outperforms waste-recycling in terms of both variance reduction and convergence speed. Building on this result, we adapt the proposed RB approach to the recently introduced general-purpose Jump Restore algorithm, where it similarly achieves substantial variance reduction and accelerated convergence. Through extensive experiments in light transport simulation, we demonstrate that our \gls{rb} technique significantly outperforms the traditional approaches for both MH-based light transport algorithms and Jump Restore Light Transport, under both equal-time and equal-sample-count comparisons.