add very short new sect 8.5.7 on Kalman filters with normalizing flows

probml / pml2-book

Probabilistic Machine Learning: Advanced Topics

MIT License

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add very short new sect 8.5.7 on Kalman filters with normalizing flows #219

Closed murphyk closed 1 year ago

murphyk commented 1 year ago

Added a brief summary of E. de Bézenac et al., “Normalizing Kalman Filters for Multivariate Time Series Analysis,” Adv. Neural Inf. Process. Syst., vol. 33, pp. 2995–3007, 2020