Our physical world is being projected into online cyberspace at an unprecedented rate. People nowadays visit different places and leave behind them million-scale digital traces such as tweets, check-ins, Yelp reviews, and Uber trajectories. Such digital data are a result of social sensing: namely people act as human sensors that probe different places in the physical world and share their activities online. The availability of massive social-sensing data provides a unique opportunity for understanding urban space in a data-driven manner and improving many urban computing applications, ranging from urban planning and traffic scheduling to disaster control and trip planning. In this chapter, we present recent developments in data-mining techniques for urban activity modeling, a fundamental task for extracting useful urban knowledge from social-sensing data. We first describe traditional approaches to urban activity modeling, including pattern discovery methods and statistical models. Then, we present the latest developments in multimodal embedding techniques for this task, which learns vector representations for different modalities to model people's spatiotemporal activities. We study the empirical performance of these methods and demonstrate how data-mining techniques can be successfully applied to social-sensing data to extract actionable knowledge and facilitate downstream applications.