arXiv Machine Learning By Vincent Pauline, Kirill Tamogashev, Arran Carter, Sanghyeok Choi, Stefan Bauer, Esmeralda S. Whitammer

Amortised Inference through One-Step Implicit Sampling

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The paper introduces OSIS, a one‑step implicit sampler that uses short‑time MCMC dynamics to define a local target for an implicitly modelled distribution. In the asymptotic limit, the model converges to a fixed point of the MCMC kernel, enabling unbiased sampling from the Bayesian posterior. Experiments show OSIS outperforms multi‑step amortised samplers and non‑amortised MCMC baselines while being far more efficient at sampling time.

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