Healthcare data from patient or population cohorts are often characterized by sparsity, high missingness and relatively small sample sizes. In addition, being able to quantify uncertainty is often important in a medical context. To address these analytical requirements we propose a deep generative Bayesian model for multinomial count data. We develop a collapsed Gibbs sampling procedure that takes advantage of a series of augmentation relations, inspired by the Zhou$\unicode{x2013}$Cong$\unicode{x2013}$Chen model. We visualise the model's ability to identify coherent substructures in the data using a dataset of handwritten digits. We then apply it to a large experimental dataset of DNA mutations in cancer and show that we can identify biologically meaningful clusters of mutational signatures in a fully data-driven way.
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