diff --git a/CHANGELOG b/CHANGELOG
--- a/CHANGELOG
+++ b/CHANGELOG
@@ -1,5 +1,8 @@
 	# Changelog
 
+	- 2.2.0 (2020-01-29)
+	* Adds the Chinese Restaurant Process (crp).
+
 	- 2.1.0 (2019-07-23)
 	* Generalises 'categorical' and 'multinomial' to take things proportional to
 	  probabilities, rather than probabilities proper.
diff --git a/mwc-probability.cabal b/mwc-probability.cabal
--- a/mwc-probability.cabal
+++ b/mwc-probability.cabal
@@ -1,5 +1,5 @@
 name:                mwc-probability
-version:             2.1.0
+version:             2.2.0
 homepage:            http://github.com/jtobin/mwc-probability
 license:             MIT
 license-file:        LICENSE
@@ -55,6 +55,7 @@
   hs-source-dirs:      src
   build-depends:
       base          >=  4.8 && < 6
+    , containers    >=  0.6
     , mwc-random    >   0.13 && < 0.15
     , primitive     >=  0.6 && < 1.0
     , transformers  >=  0.5 && < 1.0
diff --git a/src/System/Random/MWC/Probability.hs b/src/System/Random/MWC/Probability.hs
--- a/src/System/Random/MWC/Probability.hs
+++ b/src/System/Random/MWC/Probability.hs
@@ -1,3 +1,6 @@
+{-# LANGUAGE DeriveFoldable #-}
+{-# LANGUAGE DeriveFunctor #-}
+{-# LANGUAGE GeneralizedNewtypeDeriving #-}
 {-# LANGUAGE TypeFamilies #-}
 {-# LANGUAGE CPP #-}
 {-# OPTIONS_GHC -Wall #-}
@@ -85,6 +88,7 @@
   , negativeBinomial
   , multinomial
   , poisson
+  , crp
   ) where
 
 import Control.Applicative
@@ -92,11 +96,13 @@
 import Control.Monad.Primitive
 import Control.Monad.IO.Class
 import Control.Monad.Trans.Class
+import Data.Monoid (Sum(..))
 #if __GLASGOW_HASKELL__ < 710
 import Data.Foldable (Foldable)
 #endif
 import qualified Data.Foldable as F
 import Data.List (findIndex)
+import qualified Data.IntMap as IM
 import System.Random.MWC as MWC hiding (uniform, uniformR)
 import qualified System.Random.MWC as QMWC
 import qualified System.Random.MWC.Distributions as MWC.Dist
@@ -422,14 +428,14 @@
 
 -- | The Zipf-Mandelbrot distribution.
 --
---   Note that `a` should be positive, and that values close to 1 should be
---   avoided as they are very computationally intensive.
+--  Note that `a` should be positive, and that values close to 1 should be
+--  avoided as they are very computationally intensive.
 --
---   >>> samples 10 (zipf 1.1) gen
---   [11315371987423520,2746946,653,609,2,13,85,4,256184577853,50]
+--  >>> samples 10 (zipf 1.1) gen
+--  [11315371987423520,2746946,653,609,2,13,85,4,256184577853,50]
 --
---   >>> samples 10 (zipf 1.5) gen
---   [19,3,3,1,1,2,1,191,2,1]
+--  >>> samples 10 (zipf 1.5) gen
+--  [19,3,3,1,1,2,1,191,2,1]
 zipf :: (PrimMonad m, Integral b) => Double -> Prob m b
 zipf a = do
   let
@@ -445,3 +451,55 @@
           else go
   go
 {-# INLINABLE zipf #-}
+
+-- | The Chinese Restaurant Process with concentration parameter `a` and number
+--   of customers `n`.
+--
+--   See Griffiths and Ghahramani, 2011 for details.
+--
+--   >>> sample (crp 1.8 50) gen
+--   [22,10,7,1,2,2,4,1,1]
+crp
+  :: PrimMonad m
+  => Double            -- ^ concentration parameter (> 1)
+  -> Int               -- ^ number of customers
+  -> Prob m [Integer]
+crp a n = do
+    ts <- go crpInitial 1
+    pure $ F.toList (fmap getSum ts)
+  where
+    go acc i
+      | i == n = pure acc
+      | otherwise = do
+          acc' <- crpSingle i acc a
+          go acc' (i + 1)
+{-# INLINABLE crp #-}
+
+-- | Update step of the CRP
+crpSingle :: (PrimMonad m, Integral b) =>
+             Int
+          -> CRPTables (Sum b)
+          -> Double
+          -> Prob m (CRPTables (Sum b))
+crpSingle i zs a = do
+    zn1 <- categorical probs
+    pure $ crpInsert zn1 zs
+  where
+    probs = pms <> [pm1]
+    acc m = fromIntegral m / (fromIntegral i - 1 + a)
+    pms = F.toList $ fmap (acc . getSum) zs
+    pm1 = a / (fromIntegral i - 1 + a)
+
+-- Tables at the Chinese Restaurant
+newtype CRPTables c = CRP {
+    getCRPTables :: IM.IntMap c
+  } deriving (Eq, Show, Functor, Foldable, Semigroup, Monoid)
+
+-- Initial state of the CRP : one customer sitting at table #0
+crpInitial :: CRPTables (Sum Integer)
+crpInitial = crpInsert 0 mempty
+
+-- Seat one customer at table 'k'
+crpInsert :: Num a => IM.Key -> CRPTables (Sum a) -> CRPTables (Sum a)
+crpInsert k (CRP ts) = CRP $ IM.insertWith (<>) k (Sum 1) ts
+