The simultaneous measurement of multiple modalities, known as multimodal analysis, represents an exciting frontier for single-cell genomics and necessitates new computational methods that can define cellular states based on multiple data types. Here, we introduce "weighted-nearest neighbor analysis", an unsupervised framework to learn the relative utility of each data type in each cell, enabling an integrative analysis of multiple modalities. We apply our procedure to a CITE-seq dataset of hundreds of thousands of human white blood cells alongside a panel of 228 antibodies to construct a multimodal reference atlas of the circulating immune system. We demonstrate that integrative analysis substantially improves our ability to resolve cell states and validate the presence of previously unreported lymphoid subpopulations. Moreover, we demonstrate how to leverage this reference to rapidly map new datasets, and to interpret immune responses to vaccination and COVID-19. Our approach represents a broadly applicable strategy to analyze single-cell multimodal datasets, including paired measurements of RNA and chromatin state, and to look beyond the transcriptome towards a unified and multimodal definition of cellular identity. Availability: Installation instructions, documentation, tutorials, and CITE-seq datasets are available at http://www.satijalab.org/seurat ### Competing Interest Statement In the past three years, RS has worked as a consultant for Bristol-Myers Squibb, Regeneron, and Kallyope, and served as an SAB member for ImmunAI, Apollo Life Sciences GmbH, Nanostring and the NYC Pandemic Response Lab. R.G. has received consulting income from Juno Therapeutics, Takeda, Infotech Soft, Celgene, Merck and has received research support from Janssen Pharmaceuticals and Juno Therapeutics, and declares ownership in CellSpace Biosciences. PS is a co-inventor of a patent related to this work. BZY is an employee at BioLegend Inc., which is the exclusive licensee of the New York Genome Center patent application related to this work.

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