Will Wei Sun

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Assistant Professor
Krannert School of Management
Purdue University


Email: sun244@purdue.edu
Phone: 765-637-1119
Office: KRAN 359
Address: 403 W State St, West Lafayette, IN 47907


  • 2015, Ph.D. in Statistics, Purdue University
  • 2014, M.S. in Statistics and Computer Science, Purdue University
  • 2011, M.S. in Statistics, University of Illinois at Chicago
  • 2009, B.S. in Statistics, Nankai University, China

Research Interests

General Fields

  • Machine Learning and Deep Learning

Specific Areas

  • Reinforcement learning (multi-armed bandits)

  • Generalization and interpretability of deep neural networks

  • Tensor learning (tensor factorization, tensor regression, tensor clustering)

  • Convex/non-convex optimization (computational-and-statistical tradeoffs)

  • Computational advertising (causal inference, personalized ads, real time bidding system)

  • Neuroimaging analysis


  • Associate Editor, Statistical Analysis and Data Mining, 2018-

Funded Projects

  • Adobe Research Gift Award. PI. Efficient Online Learning in Multidimensional Decision Problems. 2018.

  • University of Miami Provost’s Research Award. PI. Artificial Intelligence For Early Diagnosis of Alzheimer’s Disease. 2018-2019.

  • University of Miami Provost’s Research Award. PI. Large Scale Ad Clustering via Spectral Decomposition. 2017-2018.


  • Assistant Professor, Miami Business School, Miami, FL. August 2016 - May 2019

  • Research Scientist, Advertising Science team, Yahoo Research, Sunnyvale, CA. June 2015 - August 2016

  • Visiting Student, Prof. Han Liu's Statistical Machine Learning Lab, Princeton University, NJ. Sep 2014 - May 2015

  • Summer Intern, Advertising Science team, Yahoo Research, Sunnyvale, CA. June 2014 - August 2014

  • Visiting Student Fellow, Program on Massive Datasets, SAMSI, Durham, NC. Jan 2013 - May 2013

  • Research Assistant, Big Data Theory Group, Purdue University. August 2011 - May 2015