Will Wei Sun

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Associate Professor (with tenure) of Quantitative Methods and Statistics (Courtesy)
PhD Coordinator of Quantitative Methods
Daniels School of Business
Purdue University


Email: sun244@purdue.edu
Phone: 765-494-4085
Office: KRAN 359
Address: 403 W State St, West Lafayette, IN 47907

RA positions available

One RA position in trustworthy reinforcement learning is available. Interested? Email me your CV.


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

Research Interests

Machine Learning

  • Trustworthy reinforcement learning
  • Tensor data analysis

Data Science Applications

  • Two-sided markets
  • Dynamic pricing
  • Dynamic assortment selection
  • Computational advertising
  • Neuroimaging analysis


  • National Science Foundation: Trustworthy Reinforcement Learning for Online Decision Making, $450K, 2022-2025

  • Ross-Lynn Research Scholar Funds: Design of Markets and Services Based on Learned User Behavior, $126K, 2022-2024

  • Office of Naval Research: Statistical Theory and Method of Large Tensor Data, $150K, 2020-2022

Honors and Awards

  • Salgo-Noren Outstanding Master's Teaching Award, First runner-up, Purdue University, 2023, 2024

  • Distinguished Teacher, Krannert School of Management, Purdue University, 2019, 2020, 2021, 2023

  • Jay N. Ross Young Faculty Scholar, Krannert School of Management, Purdue University, 2020-2021

  • Adobe Research Gift Award, 2019

  • Provost Research Award, University of Miami, 2017, 2018

  • IMS Travel Award, Institute of Mathematical Society, 2013, 2015

  • I.W. Burr Award, Department of Statistics, Purdue University, 2015

  • Lynn Fellowship, Purdue University, 2011-2015

Service and Experience

  • Associate Editor, Statistical Analysis and Data Mining, 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, Department of Operations Research and Financial Engineering, 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