The use of high-dimensional data for targeted therapeutic interventions
requires new ways to characterize the heterogeneity observed across subgroups
of a specific population. In particular, models for partially exchangeable data
are needed for inference on nested datasets, where the observations are assumed
to be organized in different units and some sharing of information is required
to learn distinctive features of the units. In this manuscript, we propose a
nested Common Atoms Model (CAM) that is particularly suited for the analysis of
nested datasets where the distributions of the units are expected to differ
only over a small fraction of the observations sampled from each unit. The
proposed CAM allows a two-layered clustering at the distributional and
observational level and is amenable to scalable posterior inference through the
use of a computationally efficient nested slice-sampler algorithm. We further
discuss how to extend the proposed modeling framework to handle discrete
measurements, and we conduct posterior inference on a real microbiome dataset
from a diet swap study to investigate how the alterations in intestinal
microbiota composition are associated with different eating habits. We further
investigate the performance of our model in capturing true distributional
structures in the population by means of a simulation study.