Multiplex networks describe a set of entities, with multiple relationships among them, as a collection of networks over a common vertex set. Multiplex networks naturally describe complex systems where units connect across different modalities whereas single network data only permits a single relationship type. Joint spectral embedding methods facilitate analysis of multiplex network data by simultaneously mapping vertices in each network to points in Euclidean space, entitled node embeddings, where statistical inference is then performed. This mapping is performed by spectrally decomposing a matrix that summarizes the multiplex network. Different methods decompose different matrices and hence yield different node embeddings. This dissertation analyzes a class of joint spectral embedding methods which provides a foundation to compare these different approaches to multiple network inference. We compare joint spectral embedding methods in three ways. First, we extend the Random Dot Product Graph model to multiplex network data and establish the statistical properties of node embeddings produced by each method under this model. This analysis facilitates a full bias-variance analysis of each method and uncovers connections between these methods and methods for dimensionality reduction. Second, we compare the accuracy of algorithms which utilize these different node embeddings in a variety of multiple network inference tasks including community detection, vertex anomaly detection, and graph hypothesis testing. Finally, we perform a time and space complexity analysis of each method and present a case study in which we analyze interactions between New England sports fans on the social news aggregation and discussion website, Reddit. These findings provide a theoretical and practical guide to compare joint spectral embedding techniques and highlight the benefits and drawbacks of utilizing each method in practice.