While reading this paper, I came across the following equation (in Section 3.5):
$$L(X | M) = - \log \int{p(X|W,Z)p(Z)p(W)dW dZ }$$
Where $X$ and $Z$ are vectors and $W$ is a matrix.
I have seen multivariate integrals, but I'm not sure how to read or understand equations like this which involve both vectors and matrices in integrals.
My question hence is: How would someone read this equation and what field of maths I need to look into to get more details about this and become comfortable reading literature involving these?