Signature Coefficients

Utilities for extracting individual coefficients from a truncated signature, or computing them directly from a path without materialising the full signature.

• pysiglib.extract_sig_coef
• pysiglib.sig_coef

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}
}