The supplementary contains the code for the experiments provided in Figure 1 and Section G.1 of the manuscript. The code is provided as .ipynb files. To run the files, 

a) Visit https://colab.research.google.com
b) Go to File > Upload notebook
c) Upload the file on Google Colab and select "Connect" on the top right corner to connect to a runtime
d) Go to Runtime > Run all to run all cells of the colab.

The "Dimension_Free_Gaussian_Score_Matching.ipynb" file generates the plots provided in Figure 1 to illustrate the dimension-free nature of score matching. 

The "Bootstrapped_Score_Matching_Experiments.ipynb" file generates the plots provided in Figure 3 to illustrate the bootstrapped score matching algorithm. 