protecting saddle + post from theft?

I recently had my saddle and seat post stolen off my bike. I had allen
screws securing both, not quick release levers. Is there a way to
secure the saddle and seat post better to a bike?
Locking the saddle frame to the triangle of the bike frame could
atleast help protect the saddle, but a relatively thin cable lock can
be cut easily.
I am looking for some effective ideas to secure both.
Thanks