Mining trajectory data to find interesting patterns is of increasing research interest due to a broad range of useful applications, including analysis of transportation systems, location-based social networks, and crowd behavior. The primary focus of this research is to leverage the abundance of trajectory data to automatically and accurately learn latent semantic relationships between different geographical areas (e.g., semantically correlated neighborhoods of a city) as revealed by patterns of moving objects over time. While previous studies have utilized trajectories for this type of analysis at the level of a single geographical area, the results cannot be easily generalized to inform comparative analysis of different geographical areas. In this work, we study this problem systematically. First, we present a method that utilizes trajectories to learn low-dimensional representations of geographical areas in an embedded space. Then, we develop a statistical method that allows to quantify the degree to which real trajectories deviate from a theoretical null model. The method allows to (a) distinguish geographical proximity to semantic proximity, and (b) inform a comparative analysis of two (or more) models obtained by trajectories defined on different geographical areas. This deep analysis can improve readers understanding of how space is perceived by individuals and inform better decisions of urban planning. Our experimental evaluation aims to demonstrate the effectiveness and usefulness of the proposed statistical method in two large-scale real-world data sets coming from the New York City and the city of Porto, Portugal, respectively. The methods we present are generic and can be utilized to inform a number of useful applications, ranging from location-based services, such as point-of-interest recommendations, to finding semantic relationships between different cities. ii I truly feel a sense of humbleness and gratitude towards my supervisor Prof Manos Papagelis for his support and guidance throughout the journey of my graduate studies. I am earnestly grateful for my lab mates Tilemachos Pechlivanoglou, Wenxiao Fu, Niloy Costa, Farzaneh Heidari et al. for being there at times of stress and anxiety. Also, I would like to thank the members of my dissertation committee: Dr. Zhen Ming (Jack) Jiang, Dr. Mojgan A. Jadidi and Dr. Hamzeh Khazaei for generously offering their time and guidance in terms of the improvement to this thesis document.