Make sure to follow the steps from this post to setup your Azure Virtual Machine:http://www.etedal.net/2019/03/setting-up-azure-nc6-for-kaggle.html

Setup Jupyter remote ssh connection:

On Azure

jupyter notebook --no-browser --port=2001

On your machine

ssh -N -f -L localhost:2002:localhost:2001 remoteuser@remotehost

(Optional if you use mosh instead)

mosh -ssh "ssh -N -f -L localhost:2002:localhost:2001" remoteuser@remotehost

On your browser

 localhost:2002