Normalizing Kalman Filters for Multivariate Time Series Analysis - de Bézenac, Emmanuel; Rangapuram, Syama Sundar; Benidis, Konstantinos; Bohlke-Schneider, Michael; Kurle, Richard; Stella, Lorenzo; Hasson, Hilaf; Gallinari, Patrick; Januschowski, Tim (Advances in Neural Information Processing Systems, 2020)