Supplied by high-throughput tools and technologies, a wealth of data is being collected in many sectors of our society, from scientific research to business to IT services. Such "Big Data" holds the promise of supporting ground-breaking discoveries and critical decision-making by fusing information from a myriad of sources. This book represents an attempt of unleashing this promise by modeling and mining these dynamic, heterogeneous, and interdependent information sources, with applications including protecting information privacy and ownership, assessing cyber-security threats and risks, understanding collective dynamics of complex systems, and more. Towards this end, concrete studies are presented on how to develop new concepts and principles, how to design intelligent algorithms, and how to build scalable systems.