Ask HN: Seeking open-source libraries/papers on linking disparate data

I'm looking for any libraries or papers outlining strategies/algorithms on automatically linking data sets together.

I recall there was one company that got sold that was doing this for government data/police data a while back.

E.g running this on your own personal data to link together bank transactions with gps/foursquare logins, emailed receipts, browser history etc.

E.g. sqlite table with another table, or Sqlite table-> disk files -> email.