Path differential-informed stratified MCMC and adaptive forward path sampling

Abstract

Markov Chain Monte Carlo (MCMC) rendering is extensively studied, yet it remains largely unused in practice. We propose solutions to several practicability issues, opening up path space MCMC to become an adaptive sampling framework around established Monte Carlo (MC) techniques. We address non-uniform image quality by deriving an analytic target function for imagespace sample stratification. The function is based on a novel connection between variance and path differentials, allowing analytic variance estimates for MC samples, with potential uses in other adaptive algorithms outside MCMC. We simplify these estimates down to simple expressions using only quantities known in any MC renderer. We also address the issue that most existing MCMC renderers rely on bi-directional path tracing and reciprocal transport, which can be too costly and/or too complex in practice. Instead, we apply our theoretical framework to optimize an adaptive MCMC algorithm that only uses forward path construction. Notably, we construct our algorithm by adapting (with minimal changes) a full-featured path tracer into a single-path state space Markov Chain, bridging another gap between MCMC and existing MC techniques.