Totally agree and great point that hierarchical models have been around for a long time; however, these were primarily analytical, leveraging conjugate priors or requiring pretty extensive integration.
I would say his work with Stan and his writings, along with theorists like Radford Neal, really opened the door to a computational approach to hierarchical modeling. And I think this is a meaningfully different field.
I would say his work with Stan and his writings, along with theorists like Radford Neal, really opened the door to a computational approach to hierarchical modeling. And I think this is a meaningfully different field.