leibniz rule
- Also "differentiating under the integral"
- If we have \(G(x) = \int_{a}^{b} F(x,t) dt\), then \(\frac{dG(x)}{dx} = \int_{a}^{b} \frac{\partial F(x,t)}{\partial x} dt\)
- Intuition given here
1. places where it comes up
- estimating the gradient of the evidence lower bound (see here)
- taking derivative of the functional for length of a curve (see this video)