Mobile connected devices, and smartphones in particular, are rapidly emerging as a dominant computing and sensing platform. This poses several unique opportunities for data collection and analysis, as well as new challenges. In this tutorial, we survey the state-of-the-art in terms of mining data from mobile devices across different application areas such as ads, healthcare, geo-social, public policy, etc. Our tutorial has three parts. In part one, we summarize data collection in terms of various sensing modalities. In part two, we present cross-cutting challenges such as real-time analysis, security, and we outline cross-cutting methods for mobile data mining such as network inference, streaming algorithms, etc. In the last part, we specifically overview emerging and fast-growing application areas, such as noted above. Concluding, we briefly highlight the opportunities for joint design of new data collection techniques and analysis methods, suggesting additional directions for future research.

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