Extracting entities, events, event arguments, and relations (i.e., task instances) from text rep-resents four main challenging tasks in information extraction (IE), which have been solved jointly (JointIE) to boost the overall performance for IE. As such, previous work often leverages two types of dependencies between the tasks, i.e., cross-instance and cross-type dependencies representing relatedness between task instances and correlations between information types of the tasks. However, the cross-task dependencies in prior work are not optimal as they are only designed manually according to some task heuristics. To address this issue, we propose a novel model for JointIE that aims to learn cross-task dependencies from data. In particular, we treat each task instance as a node in a dependency graph where edges between the instances are inferred through information from different layers of a pretrained language model (e.g., BERT). Furthermore, we utilize the Chow-Liu algorithm to learn a dependency tree between information types for JointIE by seeking to approximate the joint distribution of the types from data. Finally, the Chow-Liu dependency tree is used to generate cross-type patterns, serving as anchor knowledge to guide the learning of representations and dependencies between instances for JointIE. Experimental results show that our proposed model significantly outperforms strong JointIE baselines over four datasets with different languages.