The Nested Dirichlet Process

@article{Rodrguez2008TheND,
  title={The Nested Dirichlet Process},
  author={Abel Rodr{\'i}guez and David B. Dunson and Alan E. Gelfand},
  journal={Journal of the American Statistical Association},
  year={2008},
  volume={103},
  pages={1131 - 1154}
}
In multicenter studies, subjects in different centers may have different outcome distributions. This article is motivated by the problem of nonparametric modeling of these distributions, borrowing information across centers while also allowing centers to be clustered. Starting with a stick-breaking representation of the Dirichlet process (DP), we replace the random atoms with random probability measures drawn from a DP. This results in a nested DP prior, which can be placed on the collection of… 

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