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The Mr Nice actress controversially performed unsimulated oral sex on Gallo for his 2003 movie The Brown Bunny, which was widely criticised when it received its world premiere at that year's Cannes.
Asked about her current relationship with Gallo, Sevigny told The Guardian: "He's a fascinating man, but we haven't spoken for a while.
"Not that that's unusual - actors rarely stay in touch with directors after they've filmed together. We go back to real life."
On being described as his muse, Sevigny added: "I love that title. Muse. Mu-se. It's a great thing, for someone to feel that they can draw inspiration from you.
"And I don't think it's necessarily a man 'taking' from a woman. It can go both ways, both can stimulate, excite."
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