Publish under Wei Sun before 2016 (Google Scholar)

Selected Technical Reports

*: Previous/current student and postdoc mentees

• Low-Rank Online Dynamic Assortment with Dual Contextual Information.
  Seong Jin Lee*, Will Wei Sun, and Yufeng Liu
  

• Fairness-aware Contextual Dynamic Pricing with Strategic Buyers.
  Pangpang Liu* and Will Wei Sun
  

• Online Tensor Inference.
  Xin Wen*, Will Wei Sun, and Yichen Zhang
  2024 ASA Student Paper Award from the Statistical Learning and Data Science Section
  

• Rate-Optimal Online Learning for Dynamic Assortment Selection with Positioning.
  Yiyun Luo*, Will Wei Sun, and Yufeng Liu
  

• Utility Theory of Synthetic Data Generation.
  Shirong Xu*, Will Wei Sun, and Guang Cheng
  

• Online Statistical Inference for Matrix Contextual Bandit.
  Qiyu Han*, Will Wei Sun, and Yichen Zhang
  

• Contextual Dynamic Pricing with Strategic Buyers.
  Pangpang Liu*, Zhuoran Yang, Zhaoran Wang, and Will Wei Sun
  Journal of the American Statistical Association, Major Revision.

• Jointly Modeling and Clustering Tensors in High Dimensions.
  Biao Cai*, Jingfei Zhang, and Will Wei Sun
  Operations Research, Major Revision.

Journal Publications

• Stochastic Low-rank Tensor Bandits for Multi-dimensional Online Decision Making.
  Jie Zhou*, Botao Hao*, Zheng Wen, Jingfei Zhang, and Will Wei Sun
  Journal of the American Statistical Association, 2024.

• Online Regularization towards Always-Valid High-Dimensional Dynamic Pricing.
  Chi-Hua Wang*, Zhanyu Wang*, Will Wei Sun, and Guang Cheng
  Journal of the American Statistical Association, 2023.

• Binary Classification under Local Label Differential Privacy Using Randomized Response Mechanisms.
  Shirong Xu*, Chendi Wang, Will Wei Sun, and Guang Cheng
  Transactions on Machine Learning Research, 2023.

• Distribution-free Contextual Dynamic Pricing.
  Yiyun Luo*, Will Wei Sun, and Yufeng Liu
  Mathematics of Operations Research, 2023.
  This paper won the 2021 ASA Student Paper Award from the Business and Economic Statistics Section.
  

• Online Bootstrap Inference For Policy Evaluation In Reinforcement Learning.
  Pratik Ramprasad*, Yuantong Li*, Zhuoran Yang, Zhaoran Wang, Will Wei Sun, and Guang Cheng
  Journal of the American Statistical Association, 2022.

• Generalized Connectivity Matrix Response Regression with Applications in Brain Connectivity Studies.
  Emma Jingfei Zhang, Will Wei Sun, and Lexin Li
  Journal of Computational and Graphical Statistics, 2022.

• Covariate-assisted Sparse Tensor Completion.
  Hilda S Ibriga* and Will Wei Sun
  Journal of the American Statistical Association, 2022.

• Partially Observed Dynamic Tensor Response Regression.
  Jie Zhou*, Will Wei Sun, Emma Jingfei Zhang, and Lexin Li
  Journal of the American Statistical Association, 2021.

• Sparse Tensor Additive Regression.
  Botao Hao*, Boxiang Wang*, Pengyuan Wang, Emma Jingfei Zhang, Jian Yang, Will Wei Sun
  Journal of Machine Learning Research 2021.

• Provable Convex Co-clustering of Tensors.
  Eric C. Chi, Brian R. Gaines*, Will Wei Sun, Hua Zhou, and Jian Yang
  Journal of Machine Learning Research 2020.

• Mixed-effect Time-varying Stochastic Blockmodel and Application in Brain Connectivity Analysis.
  Emma Jingfei Zhang, Will Wei Sun, and Lexin Li
  Journal of the American Statistical Association 2020.

• Tensor Graphical Model: Non-convex Optimization and Statistical Inference.
  Xiang Lyu*, Will Wei Sun, Zhaoran Wang, Han Liu, Jian Yang, and Guang Cheng
  IEEE Transactions on Pattern Analysis and Machine Intelligence 2020.

• Dynamic Tensor Clustering.
  Will Wei Sun and Lexin Li
  Journal of the American Statistical Association 2019.

• Simultaneous Clustering and Estimation of Heterogeneous Graphical Models.
  Botao Hao*, Will Wei Sun, Yufeng Liu, and Guang Cheng
  Journal of Machine Learning Research 2018.

• STORE: Sparse Tensor Response Regression and Neuroimaging Analysis.
  Will Wei Sun and Lexin Li
  Journal of Machine Learning Research 2017.

• Stability Enhanced Large-Margin Classifier Selection.
  Will Wei Sun, Guang Cheng, and Yufeng Liu
  Statistica Sinica 2017.

• Sparse Convex Clustering.
  Binhuan Wang, Yilong Zhang, Will Wei Sun, and Yixin Fang
  Journal of Computational and Graphical Statistics 2017.

• Provable Sparse Tensor Decomposition.
  Will Wei Sun, Junwei Lu, Han Liu, and Guang Cheng
  Journal of the Royal Statistical Society: Series B 2017.

• Stabilized Nearest Neighbor Classifier and its Statistical Properties.
  Will Wei Sun, Xingye Qiao, and Guang Cheng
  Journal of the American Statistical Association 2016.

• Consistent Selection of Tuning Parameters via Variable Selection Stability.
  Wei Sun, Junhui Wang, and Yixin Fang
  Journal of Machine Learning Research 2013.

• Regularized K-means Clustering of High-dimensional Data and Its Asymptotic Consistency.
  Wei Sun, Junhui Wang, and Yixin Fang
  Electronic Journal of Statistics 2012.

Conference Publications

• Contextual Dynamic Pricing with Unknown Noise: Explore-then-UCB Strategy and Improved Regrets.
  Yiyun Luo*, Will Wei Sun, and Yufeng Liu
  Neural Information Processing Systems (NeurIPS 2022).

• Sketching Method for Large Scale Combinatorial Inference.
  Will Wei Sun, Junwei Lu, and Han Liu
  Neural Information Processing Systems (NeurIPS 2018).

• Non-convex Statistical Optimization for Sparse Tensor Graphical Model.
  Wei Sun, Zhaoran Wang, Han Liu, and Guang Cheng
  Neural Information Processing Systems (NeurIPS 2015).

• Causal Inference via Sparse Additive Models with Application to Online Advertising.
  Wei Sun, Pengyuan Wang, Dawei Yin, Jimmy Yang, and Yi Chang
  Proceedings of 29th AAAI Conference on Artificial Intelligence (AAAI 2015).

• Robust Tree-based Causal Inference for Complex Ad Effectiveness Analysis.
  Pengyuan Wang, Wei Sun, Dawei Yin, Jimmy Yang, and Yi Chang
  Proceedings of 8th ACM Conference on Web Search and Data Mining (WSDM 2015).

Book Chapters

• Tensors in Modern Statistical Learning.
  Will Wei Sun, Botao Hao*, and Lexin Li
  Handbook of Computational Statistics and Data Science, 2021.

Patent

• Systems and Methods for Measuring Complex Online Strategy Effectiveness.
  Pengyuan Wang, Dawei Yin, Yi Chang, Jian Yang, and Wei Sun
  United States Patent Application 20160189202.
  This patent was filed after my internship at Yahoo! Labs in 2014.