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Multiplexed metropolis light transport

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Global illumination algorithms using Markov chain Monte Carlo (MCMC) sampling are well-known for their efficiency in scenes with complex light transport. Samples in such algorithms are generated as a history of Markov chain states so that they are distributed according to the contributions to the image. The whole process is done based only on the information of the path contributions and user-defined transition probabilities from one state to the others. In light transport simulation, however, there is more information that can be used to improve the efficiency of path sampling. A notable example is multiple importance sampling (MIS) in bidirectional path tracing, which utilizes the probability densities of constructing a given path with different estimators. While MIS is a powerful ordinary Monte Carlo method, how to incorporate such additional information into MCMC sampling has been an open problem. We introduce a novel MCMC sampling framework, primary space serial tempering , which fuses the ideas of MCMC sampling and MIS for the first time. The key idea is to explore not only the sample space using a Markov chain, but also different estimators to generate samples by utilizing the information already available for MIS. Based on this framework, we also develop a novel rendering algorithm, multiplexed Metropolis light transport , which automatically and adaptively constructs paths with appropriate techniques as predicted by MIS. The final algorithm is very easy to implement, yet in many cases shows comparable (or even better) performance than significantly more complex MCMC rendering algorithms.
Title: Multiplexed metropolis light transport
Description:
Global illumination algorithms using Markov chain Monte Carlo (MCMC) sampling are well-known for their efficiency in scenes with complex light transport.
Samples in such algorithms are generated as a history of Markov chain states so that they are distributed according to the contributions to the image.
The whole process is done based only on the information of the path contributions and user-defined transition probabilities from one state to the others.
In light transport simulation, however, there is more information that can be used to improve the efficiency of path sampling.
A notable example is multiple importance sampling (MIS) in bidirectional path tracing, which utilizes the probability densities of constructing a given path with different estimators.
While MIS is a powerful ordinary Monte Carlo method, how to incorporate such additional information into MCMC sampling has been an open problem.
We introduce a novel MCMC sampling framework, primary space serial tempering , which fuses the ideas of MCMC sampling and MIS for the first time.
The key idea is to explore not only the sample space using a Markov chain, but also different estimators to generate samples by utilizing the information already available for MIS.
Based on this framework, we also develop a novel rendering algorithm, multiplexed Metropolis light transport , which automatically and adaptively constructs paths with appropriate techniques as predicted by MIS.
The final algorithm is very easy to implement, yet in many cases shows comparable (or even better) performance than significantly more complex MCMC rendering algorithms.

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