Wolfram Function Repository
Instant-use add-on functions for the Wolfram Language
Function Repository Resource:
Get the total variation of a matrix
ResourceFunction["TotalVariation"][matrix] gives the total variation for matrix. |
TotalVariation of bivariate data:
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Assume all symbols are real and simplify:
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TotalVariation is equivalent to the trace of the covariance matrix:
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TotalVariation is equivalent to the sum of column variances:
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Use the maximum likelihood estimation:
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Wolfram Language 11.3 (March 2018) or above
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