Multiple types of (epi)genetic measurements are involved in the development and progression of complex diseases. Different types of (epi)genetic measurements are interconnected, and modeling their associations can lead to a better understanding of disease biology and facilitate building clinically useful models. Such analysis is challenging in multiple aspects. To fix notations, we use gene expression (GE) and copy number variation (CNV) as an example. Both GE and CNV measurements are high-dimensional.