We propose a new spectral analysis of the variance in Monte Carlo integration, expressed in terms of the power spectra of the sampling pattern and the integrand involved. We build our framework in the Euclidean space using Fourier tools and on the sphere using spherical harmonics. We further provide a theoretical background that explains how our spherical framework can be extended to the hemispherical domain. We use our framework to estimate the variance convergence rate of different state-of-the-art sampling patterns in both the Euclidean and spherical domains, as the number of samples increases. Furthermore, we formulate design principles for constructing sampling methods that can be tailored according to available resources. We validate our theoretical framework by performing numerical integration over several integrands sampled using different sampling patterns.
We introduce a fast tile-based method for adaptive two-dimensional sampling with user-specified spectral properties. At the core of our approach is a deterministic, hierarchical construction of self-similar, equi-area, tri-hex tiles whose centroids have a spatial distribution free of spurious spectral peaks. A lookup table of sample points, computed offline using any existing point set optimizer to shape the samples' Fourier spectrum, is then used to populate the tiles. The result is a linear-time, adaptive, and high-quality sampling of arbitrary density functions that conforms to the desired spectral distribution, achieving a speed improvement of several orders of magnitude over current spectrum-controlled sampling methods.
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