Signature Kernels

Contents

Signature Kernels#

This section covers the signature kernel and its Gram matrix, along with higher-level statistics built on top (scoring rules and MMD). It also covers the library of static kernels on \(\mathbb{R}^d\) which can be supplied as the base kernel lifted by the signature kernel.


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}
}
Contents