Review for NeurIPS paper: Normalizing Kalman Filters for Multivariate Time Series Analysis

Additional Feedback: I very much enjoyed the paper, and I congratulate the authors on their work. The experimental results by themselves do not necessarily provide a compelling reason to use NKF over previous models. But I think the idea is an important and straight-forward one, addressing a variety of weaknesses of previous models. On the other hand, the omission of any discussion of the non-additive noise seemed problematic to me. Minor comments: [L262]: [5] is a textbook, please be more specific in the ref.