Different cosmological probes such as the CMB, galaxy clustering and weak lensing carry complementary information and their combination is therefore a powerful way to constrain our cosmological model. Apart from yielding tighter constraints on cosmological parameters, combining different probes also allows for the identification and characterization of systematic uncertainties, which is crucial as we move towards high-precision surveys such as Euclid, LSST and the Simons Observatory.
In this talk, I will first highlight the complementarity of different cosmological probes by presenting a joint probe analysis constraining early- and late-time modifications of Dark Energy. In the second part of the talk, I will give an overview of our recent work on constraining baryonic feedback from multi-wavelength data, and thus moving towards robustly including small-scale and non-Gaussian information in combined probe analyses.