  We develop a nested hierarchical Dirichlet process (nHDP) for hierarchical
topic modeling. The nHDP is a generalization of the nested Chinese restaurant
process (nCRP) that allows each word to follow its own path to a topic node
according to a document-specific distribution on a shared tree. This alleviates
the rigid, single-path formulation of the nCRP, allowing a document to more
easily express thematic borrowings as a random effect. We demonstrate our
algorithm on 1.8 million documents from The New York Times.
