The Iray Light Transport Simulation and Rendering System

While ray tracing has become increasingly common and path tracing is well understood by now, a major challenge lies in crafting an easy-to-use and efficient system implementing these technologies. Following a purely physically-based paradigm while still allowing for artistic workflows, the Iray light transport simulation and rendering system allows for rendering complex scenes by the push of a button and thus makes accurate light transport simulation widely available. In this document we discuss the challenges and implementation choices that follow from our primary design decisions, demonstrating that such a rendering system can be made a practical, scalable, and efficient real-world application that has been adopted by various companies across many fields and is in use by many industry professionals today

Patterns of Scalable Bayesian Inference

Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response to this challenge, there has been considerable recent work based on varying assumptions about model structure, underlying computational resources, and the importance of asymptotic correctness. As a result, there is a zoo of ideas with few clear overarching principles. In this paper, we seek to identify unifying principles, patterns, and intuitions for scaling Bayesian inference. We review existing work on utilizing modern computing resources with both MCMC and variational approximation techniques. From this taxonomy of ideas, we characterize the general principles that have proven successful for designing scalable inference procedures and comment on the path forward

Global consensus Monte Carlo

To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the data. Inspired by global variable consensus optimisation, we introduce an instrumental hierarchical model associating auxiliary statistical parameters with each term, which are conditionally independent given the top-level parameters. One of these top-level parameters controls the unconditional strength of association between the auxiliary parameters. This model leads to a distributed MCMC algorithm on an extended state space yielding approximations of posterior expectations. A trade-off between computational tractability and fidelity to the original model can be controlled by changing the association strength in the instrumental model. We further propose the use of a SMC sampler with a sequence of association strengths, allowing both the automatic determination of appropriate strengths and for a bias correction technique to be applied. In contrast to similar distributed Monte Carlo algorithms, this approach requires few distributional assumptions. The performance of the algorithms is illustrated with a number of simulated examples

Path Guiding with Vertex Triplet Distributions

Good importance sampling strategies are decisive for the quality and robustness of photorealistic image synthesis with Monte Carlo integration. Path guiding approaches use transport paths sampled by an existing base sampler to build and refine a guiding distribution. This distribution then guides subsequent paths in regions that are otherwise hard to sample. We observe that all terms in the measurement contribution function sampled during path construction depend on at most three consecutive path vertices. We thus propose to build a 9D guiding distribution over vertex triplets that adapts to the full measurement contribution with a 9D Gaussian mixture model (GMM). For incremental path sampling, we query the model for the last two vertices of a path prefix, resulting in a 3D conditional distribution with which we sample the next vertex along the path. To make this approach scalable, we partition the scene with an octree and learn a local GMM for each leaf separately. In a learning phase, we sample paths using the current guiding distribution and collect triplets of path vertices. We resample these triplets online and keep only a fixed-size subset in reservoirs. After each progression, we obtain new GMMs from triplet samples by an initial hard clustering followed by expectation maximization. Since we model 3D vertex positions, our guiding distribution naturally extends to participating media. In addition, the symmetry in the GMM allows us to query it for paths constructed by a light tracer. Therefore our method can guide both a path tracer and light tracer from a jointly learned guiding distribution

A Survey of Bayesian Statistical Approaches for Big Data

The modern era is characterised as an era of information or Big Data. This has motivated a huge literature on new methods for extracting information and insights from these data. A natural question is how these approaches differ from those that were available prior to the advent of Big Data. We present a review of published studies that present Bayesian statistical approaches specifically for Big Data and discuss the reported and perceived benefits of these approaches. We conclude by addressing the question of whether focusing only on improving computational algorithms and infrastructure will be enough to face the challenges of Big Data

Huber Loss Reconstruction in Gradient-Domain Path Tracing

The focus of this thesis is to improve aspects related to the computational synthesis of photo-realistic images. Physically accurate images are generated by simulating the transportation of light between an observer and the light sources in a virtual environment. Path tracing is an algorithm that uses Monte Carlo methods to solve problems in the domain of light transport simulation, generating images by sampling light paths through the virtual scene. In this thesis we focus on the recently introduced gradient-domain path tracing algorithm. In addition to estimating the ordinary primal image, gradient-domain light transport algorithms also sample the horizontal and vertical gradients and solve a screened Poisson problem to reconstruct the final image. Using L2 loss for reconstruction produces an unbiased final image, but the results can often be visually unpleasing due to its sensitivity to extreme-value outliers in the sampled primal and gradient images. L1 loss can be used to suppress this sensitivity at the cost of introducing bias. We investigate the use of the Huber loss function in the reconstruction step of the gradient-domain path tracing algorithm. We show that using the Huber loss function for the gradient in the Poisson solver with a good choice of cut-off parameter can result in reduced sensitivity to outliers and consequently lower relative mean squared error than L1 or L2 when compared to ground-truth images. The main contribution of this thesis is a predictive multiplicative model for the cut-off parameter. The model takes as input pixel statistics, which can be computed on-line during sampling and predicts reconstruction parameters that on average outperforms reconstruction using L1 and L2