Log-derivative trick: $\frac{d}{d\theta}\int f p_\theta \, d\mu = \int f p_\theta \, \partial_\theta \log p_\theta \, d\mu$

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Log-derivative trick: $\frac{d}{d\theta}\int f p_\theta \, d\mu = \int f p_\theta \, \partial_\theta \log p_\theta \, d\mu$ · Prove2Me