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Totally agree and great point that hierarchical models have been around for a long time; however, these were primarily analytical, leveraging conjugate priors o
by kianN 1y ago
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.
- CrazyStat 1y agoI give Gelman a lot of credit for popularizing hierarchical models, but you give him too much. Before Stan existed we used BUGS [1] and then JAGS [2]. And most of the work on computation (by Neal and others) was entirely independent of Gelman. [1] https://en.wikipedia.org/wiki/Bayesian_inference_using_Gibbs_sampling https://en.wikipedia.org/wiki/Bayesian_inference_using_Gibbs... [2] https://en.wikipedia.org/wiki/Just_another_Gibbs_sampler https://en.wikipedia.org/wiki/Just_another_Gibbs_sampler