The main focus of my research centers around exploring the power of multiple heterogeneous information sources. Recent years have witnessed a dramatic increase in our ability to extract and collect data from the physical world. An important feature of the data collection is its wide variety, i.e., data about the same object can be obtained from various sources. For example, customer information can be found from multiple databases in a company; a patient's medical records may be scattered at different hospitals; a news event can be characterized by text, images, and video; and an activity can be captured by multiple surveillance cameras and live video feeds. Many interesting patterns cannot be extracted from a single data collection, but have to be discovered from the integrative analysis of all heterogeneous data sources available. My solution to the problem of learning from multiple sources is to extract trustworthy information from different sources and integrate their complimentary perspectives to reach a more accurate and robust decision. My major research topics are summarized as follows.