Appendix A Algorithm

The algorithm for training an IGC model is described in Algorithm 1.Algorithm 1: Training algorithm GMMN models are trained using the Adam optimizer with standard values. Table 3 presents the results. The GAN achieves the best result for the Swiss Roll data. Gaussians, the TLL2 copula shows the lowest NLL, closely followed by the IGC and GMMN copula. Here the GAN shows the worst performance of all models.