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Nit

> The distribution must be smooth (this method doesn’t work for discrete parameters), but it need not be analytically differentiable

'Smooth' and 'analytic' both have basic technical meanings in the context of differentiability [1], [2].

Glossing over the assumptions in this way is quite misleading

[1] https://en.m.wikipedia.org/wiki/Smoothness [2] https://en.m.wikipedia.org/wiki/Analytic_function

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Analytically differentiable (being able to derive a formula for the derivative) is not the same thing at all as analytic functions of complex analysis (which are infinitely differentiable, etc). If anything, the term "analytic function" seems more of a misnomer to me, but "analytically differentiable" is used in its proper sense in the article.

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