Abstract
We propose a method called integrated diffusion for combining multimodal data, gathered via different sensors on the same system, to create a integrated data diffusion operator. As real world data suffers from both local and global noise, we introduce mechanisms to optimally calculate a diffusion operator that reflects the combined information in data by maintaining low frequency eigenvectors of each modality both globally and locally. We show the utility of this integrated operator in denoising and visualizing multimodal toy data as well as multi-omic data generated from blood cells, measuring both gene expression and chromatin accessibility. Our approach better visualizes the geometry of the integrated data and captures known cross-modality associations. More generally, integrated diffusion is broadly applicable to multimodal datasets generated by noisy sensors collected in a variety of fields.