pysiglib.branched_sig_combine#
- branched_sig_combine(bsig1, bsig2, dimension, degree, *, tree_order='recursive', planar=False, n_jobs=1)[source]#
Combines two truncated branched signatures via the Butcher product (the analogue of Chen’s identity for branched rough paths).
- Parameters:
bsig1 – First branched signature, in the ordering specified by
tree_order.bsig2 – Second branched signature, in the ordering specified by
tree_order.dimension – Dimension of the underlying path.
degree – Maximum tree order (number of nodes).
tree_order – Tree ordering convention for inputs and output.
"recursive"(default) uses the recursive construction order."canonical"uses the shape-first order matchingtree_to_idx().planar – If True, combine planar (ordered) branched signatures.
n_jobs – Number of parallel threads for batch processing.
- Returns:
Combined branched signature, in the same ordering and scalar-term format as the inputs.
Citation#
If you found this library useful in your research, please consider citing the paper:
@article{shmelev2025pysiglib,
title={pySigLib-Fast Signature-Based Computations on CPU and GPU},
author={Shmelev, Daniil and Salvi, Cristopher},
journal={arXiv preprint arXiv:2509.10613},
year={2025}
}