HDPM model. We present our model graphically. The shaded nodes represent observed variables (or equivalently from the model's perspective, fixed hyper-parameters). The clear nodes are the latent variables in the model. The boxes are called plates. If a node is inside a plate, its corresponding variable has a multiplicity equal to the size of the plate. For example there are G instances of the θ
variable as its node is inside the g = 1,...,G plate. See the text for a description of the variables.