Hierarchical Dirichlet Process

In a Hierarchical Dirchlet Process (HDP), multiple DPs share another (top-level) DP as their base measure.

(define base-measure (lambda () (poisson 20)))
(define top-level  (DPmem 10.0 base-measure))
(define sample-observation
  (DPmem 1.0
         (lambda (component)
           (top-level))))

(hist (repeat 1000 base-measure) "Draws from Base Measure (poisson 20)")
(hist (repeat 1000 (lambda () (sample-observation 'component1))) "Draws from Component DP 1")
(hist (repeat 1000 (lambda () (sample-observation 'component2))) "Draws from Component DP 2")
(hist (repeat 1000 (lambda () (sample-observation 'component3))) "Draws from Component DP 3")
(hist (repeat 1000 top-level) "Draws from Top Level DP")
'done