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This Special Issue of Mathematics is dedicated to collecting papers on cutting-edge methodological developments and unique applications for analyzing studies with complex data structures. Contributions proposing advanced statistical models to deal with Big Data with messy sources and/or nonstandard domains are welcome. Topics of interest include Big Data integration, functional data analysis, manifold data analysis, tensor data analysis, shape data analysis, time series data analysis, and applications in health sciences and social sciences. Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website.