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Posts marked as University


Metropolis-Hastings Monte Carlo Integration

Matlab PhD University

A little update on what I’ve been learning about lately.

Metropolis-Hastings is an algorithm for sampling random values out of a probability distribution. Effectively, for a function f(x) you wish to simulate where the curve is higher it is more probable that a random number will be chosen from there. Uniform sampling of the range would mean that all x values on the graph have an even probability of being chosen, this could be simulated by saying f(x) = 1.

Uniform Sampling

However, if the function f(x) represents a curve then the number of samples in high energy (probability) regions needs to be more dense. This can be seen in the simulations of f(x) = sqrt(x-1) and f(x) = sin(1/x) below.

Metropolis-Hastings is best suited to problems where Direct Sampling and other more efficient solutions are not available. Because it only relies on the availability of a computable function f(x) and a proposal density Q(x|x*) M-H can correctly sample unusual probability distributions that would else-wise be difficult or impossible to compute. This can be seen below in the simulations of the sine function f(x) = sin(x) + 1.5.

High Samples (1,000,000)


Matlab code for Metropolis-Hastings Monte Carlo Integration (for generating samples)

Below is the Matlab code used to generate the above graph. By modifying the function f(x), the sample count N, the proposal distribution and it’s variance qV, and the upper and lower truncation bounds LB & HB any PDF can be simulated.

Another week, and a lot of work!

PhD University

Work continues and it’s going well! Over the last week I have been teaching myself Bayesian Statistics which allows you to think about probability in terms of degrees of belief. It is also predicated on the concept of parameters, or prior known data, allowing you to update the probability of something happening in the future. This allows for convergent solutions on unknown probabilities which useful in graphics in terms of being able to fully sample arbitrary probability distributions.

From Graduand to Graduate

PhD University

And to think, the caller only mispronounced my name three times in a row.

Josh… Jose… John.. … Fred?

No idea how he could do all the foreign names but he couldn’t say ‘Joss’ properly.

Now begins the long (and somewhat painful, I’m led to believe) journey to getting my PhD.

And just like that, I have a degree

Dissertation L2Program PhD University

As of this evening I have successfully secured 1st class honours for a BSc in Computer Science. I’d be lying if I said this wasn’t one of the proudest days of my life :)

Maybe the actual graduation ceremony will beat it in a few weeks, assuming I don’t be that guy and trip on the stage!

My final grade for the degree was a happy 79.59, not that it matters too much once it’s inside one of the grade brackets. Least to say I am a little chuffed. The grade for my dissertation has left me happy too with a final grade of 88 in both modules!

This ontop of the recent news that I got PhD funding for next year has left me in a decidedly good mood. Starting this October I will be working towards a PhD in Computer Graphics under my dissertation supervisor Dr. Mark Jones. I’m not entirely sure exactly what I will be researching yet, but I know it’s likely going to be to do with Global Illumination and/or GPU Acceleration; the two areas which I am most interested in!

Dissertation is done!

C/C++ Dissertation GPGPU Graphics Java University

Rejoice! For after one hell of a long year finally the dissertation is done dusted and thankfully handed in!

This was the final result, a real-time path tracer written in C using OpenCL to compute frames and OpenGl to render them. Here is a simple cornell box style scene that was left to converge for a couple of minutes.

My project fair demo. My graders seemed to like it (I bagged 92% for the Viva!) and so did the PhD students and my coursemates… Not so much praise from the school kids, the phrase “Realistic? Looks nothing like Call of Duty” was used…. First time I’ve ever wanted to smack a child jokes but what can you do. The tech industry people didn’t seem to care for it either which was rather miserable because I had to stand there for 5 hours in a boiling hot room while no one wanted to know about my work.

But I can’t really complain about not getting any job offers because… I got offered a summer research position unconditional fully funded PhD Studentship at the uni! So this summer I’ll be staying in Swansea to effectively continue this project with the goal of getting Path Tracing working much much faster and on mobile devices (tablets most likely).

Here’s an album showing the progress from start to finish throughout the year.

Phew! Dissertation Presentation done and dusted!

C/C++ Dissertation GPGPU Graphics Java University

Thank goodness for that! After 4 solid weeks of exam revision, exams, getting my Dissertation Presentation done and actually going to this conference and presenting it I am finally free to relax and to sleep!!! (for 4 days until lectures start up again :/ )

I feel like I barely ever post on L2Program any more, not that too many people still read and I seldom check my analytics these days; but regardless, I wanted to post a quick update to show what I have been working on over the last month.

Below is an embedded version of my Presentation Slides that I used the other day. I was so nervous going into it, I usually visibly shake when I am on stage (and/or faint) but this time it went really well. I really do think what they say is true about presentations. That if it’s something you really care about and find interesting that you can present it much easier.

But no, this time I appeared to present my work quite well (if I do say so myself) and I bagged myself a 95 out of 100!

Anyway, here are the slides; they aren’t too bad (boring) to look at but possibly a bit out of context without my nerdy ramblings over the top of them.

Here are some larger versions of the screen shots from my demos. I was really excite to get to show how far my research had come since the beginning of the year and actually running live during the presentation seemed to be the best way of doing that. Once I’ve got a bit more work done I’ll post a video!

The camera can be controlled in real time using WASD for Slewing and Q & E for simple rotation. It’s entirely capable of looking up and down from a code standpoint I just ran out of time to get it ready and never mapped the up down to a key. The blue number in the top left is the number of samples computed; even though it is unnecessary to recompute the scene without a change in camera for Ray-Tracing I let it recompute anyway and jittered the exact location of the pixels by -0.5 < rand() <= 0.5 in X and Y to perform on the fly anti aliasing.

Real-Time Ray Tracing (20-30fps)

Real-Time Path Tracing (10fps’ish)

I had some problems with Path Termination using Monte-Carlo methods. Basically if one pixel returned almost immediately but the pixel next to it had to bounce 10+ times to compute it would crash the program (and the GPU :/ ) so to stop that happening during my demo I locked path termination to a simple MAX_DEPTH check. However, doing this meant the image on whole was a lot darker than it should be.

Dissertation Update: Path Tracing in action

Dissertation Graphics Java University

Thought I’d post an update of my dissertation project seeing as I haven’t posted anything in a while and my interim document is now submitted. As part of my progress towards GPU Accelerated Path Tracing I’ve modified the Java Ray Tracer shown previously to render using the Path Tracing algorithm. It’s a bit slow and clunky but for the most part it gets the job done.

The only problem has been that Java just isn’t cut out for this type of work. I don’t want to flare up the whole “Java is not week, it’s not 1995 any more…” debate but path tracing is just too much work for Java to handle. Even when running with additional memory and with the work split across an 8 core i7 processor StackOverflow’s are all to common a sight, and when they occur they ruin the image being rendered.

Below are some comparison images showing Ray Tracing (left), Photon Mapped Ray Tracing (middle), and Path Tracing (right).

And finally, here are some images showing the results of an experiment I ran looking into the possibility of performing constant time filtering techniques to under-sampled images in order to make them an acceptable quality for moving scenes. With a lot of trial and error I found that a good technique was perform a relatively cheap 3×3 Box Blur filter to smooth out any of the large dark noise areas and then to apply a 3×3 or 5×5 Median Filter to help retain edge definition while still smoothing the remaining noise.