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We can use the Nested Chinese-Restaurant Process to sample a hierarchy of categories, and the Hierarchical Dirichlet Process to make these categories share information:

(define top-level-category  (DPmem 1.0 gensym))

(define root-category (DPmem 10.0 (lambda () (poisson 20))))

(define sample-from-top-level-category  
  (DPmem 1.0 (lambda (cat) (root-category))))

(define subordinate-category
  (DPmem 1.0
         (lambda (parent-category)
           (pair (gensym) parent-category))))

(define (sample-category) (subordinate-category (top-level-category)))

(define sample-observation
  (DPmem 1.0
         (lambda (cat)
           (sample-from-top-level-category (rest cat)))))

(repeat 10
 (lambda ()
   (let ((category (sample-category)))
     (hist (repeat 1000 (lambda () (sample-observation category)))
           (string-append  "Top Level: " (symbol->string (rest category))
                           ", Subordinate Level: " (symbol->string (first category))))
     (hist (repeat 1000 (lambda () (sample-from-top-level-category (rest category))))
           (string-append  "Top Level: " (symbol->string (rest category))))
     (hist (repeat 1000 (lambda () (sample-observation category)))
           "Root Category"))))