Log Signatures#
This section covers log-signature computation, conversion to and from signatures, and combination via the Baker-Campbell-Hausdorff formula.
See Computing Log Signatures for a comparison of the available log-signature algorithms and guidance on choosing between them.
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}
}