Multiple Importance Sampling Characterization by Weighted Mean Invariance

In this paper, we examine the linear combination of techniques and multiple importance sampling for Monte Carlo integration from a new perspective of quasi-arithmetic weighted means. The invariance property of these means allows us to define a new family of heuristics. We illustrate our results with several rendering examples, including environment mapping and path tracing.

The Visual Computer 34(6-8):843-852, 2018.

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