Vectorized Reservoir Sampling

Abstract

Reservoir sampling is becoming an essential component of realtime rendering as it enables importance resampling with limited storage. Chao’s weighted random sampling algorithm is a popular choice because of its simplicity. Although it is elegant, there is a fundamental issue that many random numbers must be generated to update reservoirs. To address this issue, we modify Chao’s algorithm with sample warping. We apply sample warping in two different ways and compare them. We further vectorize the modified algorithm to make reservoir sampling more useful for CPU rendering and give a couple of practical examples.