Glossary

Short definitions for the terms that show up across the chapters.

ATE

Average treatment effect: the average difference between what happens under treatment and what would have happened under control.

Read the chapter

AIPW

Augmented inverse probability weighting: an estimator that combines an outcome model with a propensity model.

Read the chapter

Bandit

A repeated decision problem where the learner balances exploring options with exploiting the best-known option.

Read the chapter

Collider

A variable caused by two other variables; conditioning on it can create a spurious association.

Read the chapter

Confounder

A variable that affects both the treatment and the outcome, making naive comparisons biased.

Read the chapter

Counterfactual

The outcome that would have happened under a different action or treatment.

Read the chapter

CUPED

A variance-reduction method that uses pre-experiment measurements to make randomized experiments more precise.

Read the chapter

DAG

Directed acyclic graph: a diagram of causal assumptions using arrows and no cycles.

Read the chapter

E-value

A sensitivity metric: how strong unmeasured confounding would need to be to explain away an observed association.

Read the chapter

Intent-to-treat

Analyze units by their assigned condition, even if they did not comply. This preserves randomization.

Read the chapter

MDP

Markov decision process: the standard model for sequential decisions with states, actions, transitions, rewards, and policies.

Read the chapter

Posterior

The updated distribution of beliefs after combining prior information with observed data.

Read the chapter

Propensity score

The probability of receiving treatment given observed covariates.

Read the chapter

Randomization

Assigning treatment by a chance mechanism so treatment groups are comparable in expectation.

Read the chapter

Reward

The feedback signal an RL agent tries to maximize over time.

Read the chapter

Washout

A buffer period between conditions in a crossover experiment to reduce carryover effects.

Read the chapter