Integrative analysis of multi-omics data is becoming increasingly important to unravel functional mechanisms of complex diseases. However, the currently available multi-omics datasets inevitably suffer from missing values due to technical limitations and various constrains in experiments. These missing values severely hinder integrative analysis of multi-omics data. Current imputation methods mainly focus on using single omics data while ignoring biological interconnections and information imbedded in multi-omics data sets.