In all cases, latent means and standard deviations were set as μj1 = 4, μj2 = 1, σj1 = 3 and σj2 = 2. Unless otherwise stated, our simulations were based on: I = 60 cells, J = 300 features, 20% ZI rate on average for the expression data (πj = 0.20) and an average methylation coverage (nij) equal to 275 (sampled from a Uniform distribution with range [50, 500]) across cells and genes. When varying the number of cells, we use I ∈ {5, 10, 25, 50, 100, 200, 400, 800, 1600}. When varying expression ZI, we use πj ∈ {0.1, 0.2, 0.3, 0.4, 0.5, 0.7, 0.8}. When varying methylation coverage, we sample nij from Uniform distributions with ranges given by [5, 10], [10, 20], [20, 50], [50, 250] and [500, 1000]. Full details are provided in S3 Text.