k-Sliced Mutual Information: AQuantitative Studyof Scalabilitywith Dimension

Let (X, Y) XY = N(0, XY) bejointly variables. Thisrateisinline(3), which boundmeaningfulk-SMIisitself k-SMIdecompositionGiven in Gaussian 36,37], we k-SMIintoa(X, Y) µXY 2 P(Rdx Rdy), let(X ,Y ) XY :=N(0, XY)bejointly (X, Y).