Psychiatric studies of suicide provide fundamental insights on the evolution of severe psychopathologies, and contribute to the development of early treatment interventions. Our focus is on modelling different traits of psychosis and their interconnections, focusing on a case study on suicide attempt survivors. Such aspects are recorded via multivariate categorical data, involving a large numbers of items for multiple subjects. Current methods for multivariate categorical data—such as penalized log-linear models and latent structure analysis—are either limited to low-dimensional settings or include parameters with difficult interpretation. Motivated by this application, this article proposes a new class of approaches, which we refer to as Mixture of Log Linear models (mills). Combining latent class analysis and log-linear models, mills defines a novel Bayesian approach to model complex multivariate categorical data with flexibility and interpretability, providing interesting insights on the relationship between psychotic diseases and psychological aspects in suicide attempt survivors.