Bayesian Inference in Large-scale Problems

Many modern applications fall into the category of "large-scale" statistical problems, in which both the number of observations n and the number of features or parameters p may be large. Many existing methods focus on point estimation, despite the continued relevance of uncertainty quantification in the sciences, where the number of parameters to estimate often exceeds the sample size, despite huge increases in the value of n typically seen in many fields. Thus, the tendency in some areas of industry to dispense with traditional statistical analysis on the basis that "n=all" is of little relevance outside of certain narrow applications. The main result of the Big Data revolution in most fields has instead been to make computation much harder without reducing the importance of uncertainty quantification. Bayesian methods excel at uncertainty quantification, but often scale poorly relative to alternatives. This conflict between the statistical advantages of Bayesian procedures and their substantial computational disadvantages is perhaps the greatest challenge facing modern Bayesian statistics, and is the primary motivation for the work presented here.

Two general strategies for scaling Bayesian inference are considered. The first is the development of methods that lend themselves to faster computation, and the second is design and characterization of computational algorithms that scale better in n or p. In the first instance, the focus is on joint inference outside of the standard problem of multivariate continuous data that has been a major focus of previous theoretical work in this area. In the second area, we pursue strategies for improving the speed of Markov chain Monte Carlo algorithms, and characterizing their performance in large-scale settings. Throughout, the focus is on rigorous theoretical evaluation combined with empirical demonstrations of performance and concordance with the theory.

One topic we consider is modeling the joint distribution of multivariate categorical data, often summarized in a contingency table. Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. In Chapter 2, we derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions.

Latent class models for the joint distribution of multivariate categorical, such as the PARAFAC decomposition, data play an important role in the analysis of population structure. In this context, the number of latent classes is interpreted as the number of genetically distinct subpopulations of an organism, an important factor in the analysis of evolutionary processes and conservation status. Existing methods focus on point estimates of the number of subpopulations, and lack robust uncertainty quantification. Moreover, whether the number of latent classes in these models is even an identified parameter is an open question. In Chapter 3, we show that when the model is properly specified, the correct number of subpopulations can be recovered almost surely. We then propose an alternative method for estimating the number of latent subpopulations that provides good quantification of uncertainty, and provide a simple procedure for verifying that the proposed method is consistent for the number of subpopulations. The performance of the model in estimating the number of subpopulations and other common population structure inference problems is assessed in simulations and a real data application.

In contingency table analysis, sparse data is frequently encountered for even modest numbers of variables, resulting in non-existence of maximum likelihood estimates. A common solution is to obtain regularized estimates of the parameters of a log-linear model. Bayesian methods provide a coherent approach to regularization, but are often computationally intensive. Conjugate priors ease computational demands, but the conjugate Diaconis--Ylvisaker priors for the parameters of log-linear models do not give rise to closed form credible regions, complicating posterior inference. In Chapter 4 we derive the optimal Gaussian approximation to the posterior for log-linear models with Diaconis--Ylvisaker priors, and provide convergence rate and finite-sample bounds for the Kullback-Leibler divergence between the exact posterior and the optimal Gaussian approximation. We demonstrate empirically in simulations and a real data application that the approximation is highly accurate, even in relatively small samples. The proposed approximation provides a computationally scalable and principled approach to regularized estimation and approximate Bayesian inference for log-linear models.

Another challenging and somewhat non-standard joint modeling problem is inference on tail dependence in stochastic processes. In applications where extreme dependence is of interest, data are almost always time-indexed. Existing methods for inference and modeling in this setting often cluster extreme events or choose window sizes with the goal of preserving temporal information. In Chapter 5, we propose an alternative paradigm for inference on tail dependence in stochastic processes with arbitrary temporal dependence structure in the extremes, based on the idea that the information on strength of tail dependence and the temporal structure in this dependence are both encoded in waiting times between exceedances of high thresholds. We construct a class of time-indexed stochastic processes with tail dependence obtained by endowing the support points in de Haan's spectral representation of max-stable processes with velocities and lifetimes. We extend Smith's model to these max-stable velocity processes and obtain the distribution of waiting times between extreme events at multiple locations. Motivated by this result, a new definition of tail dependence is proposed that is a function of the distribution of waiting times between threshold exceedances, and an inferential framework is constructed for estimating the strength of extremal dependence and quantifying uncertainty in this paradigm. The method is applied to climatological, financial, and electrophysiology data.

The remainder of this thesis focuses on posterior computation by Markov chain Monte Carlo. The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It has long been common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention has been paid to convergence and estimation error in these approximating Markov Chains. In Chapter 6, we propose a framework for assessing when to use approximations in MCMC algorithms, and how much error in the transition kernel should be tolerated to obtain optimal estimation performance with respect to a specified loss function and computational budget. The results require only ergodicity of the exact kernel and control of the kernel approximation accuracy. The theoretical framework is applied to approximations based on random subsets of data, low-rank approximations of Gaussian processes, and a novel approximating Markov chain for discrete mixture models.

Data augmentation Gibbs samplers are arguably the most popular class of algorithm for approximately sampling from the posterior distribution for the parameters of generalized linear models. The truncated Normal and Polya-Gamma data augmentation samplers are standard examples for probit and logit links, respectively. Motivated by an important problem in quantitative advertising, in Chapter 7 we consider the application of these algorithms to modeling rare events. We show that when the sample size is large but the observed number of successes is small, these data augmentation samplers mix very slowly, with a spectral gap that converges to zero at a rate at least proportional to the reciprocal of the square root of the sample size up to a log factor. In simulation studies, moderate sample sizes result in high autocorrelations and small effective sample sizes. Similar empirical results are observed for related data augmentation samplers for multinomial logit and probit models. When applied to a real quantitative advertising dataset, the data augmentation samplers mix very poorly. Conversely, Hamiltonian Monte Carlo and a type of independence chain Metropolis algorithm show good mixing on the same dataset.

Ground and Electronic Excited States from Pairing Matrix Fluctuation and Particle-Particle Random Phase Approximation

The accurate description of ground and electronic excited states is an important and challenging topic in quantum chemistry. The pairing matrix fluctuation, as a counterpart of the density fluctuation, is applied to this topic. From the pairing matrix fluctuation, the exact electron correlation energy as well as two electron addition/removal energies can be extracted. Therefore, both ground state and excited states energies can be obtained and they are in principle exact with a complete knowledge of the pairing matrix fluctuation. In practice, considering the exact pairing matrix fluctuation is unknown, we adopt its simple approximation --- the particle-particle random phase approximation (pp-RPA) --- for ground and excited states calculations. The algorithms for accelerating the pp-RPA calculation, including spin separation, spin adaptation, as well as an iterative Davidson method, are developed. For ground states correlation descriptions, the results obtained from pp-RPA are usually comparable to and can be more accurate than those from traditional particle-hole random phase approximation (ph-RPA). For excited states, the pp-RPA is able to describe double, Rydberg, and charge transfer excitations, which are challenging for conventional time-dependent density functional theory (TDDFT). Although the pp-RPA intrinsically cannot describe those excitations excited from the orbitals below the highest occupied molecular orbital (HOMO), its performances on those single excitations that can be captured are comparable to TDDFT. The pp-RPA for excitation calculation is further applied to challenging diradical problems and is used to unveil the nature of the ground and electronic excited states of higher acenes. The pp-RPA and the corresponding Tamm-Dancoff approximation (pp-TDA) are also applied to conical intersections, an important concept in nonadiabatic dynamics. Their good description of the double-cone feature of conical intersections is in sharp contrast to the failure of TDDFT. All in all, the pairing matrix fluctuation opens up new channel of thinking for quantum chemistry, and the pp-RPA is a promising method in describing ground and electronic excited states.

A Molecular-scale Programmable Stochastic Process Based On Resonance Energy Transfer Networks: Modeling And Applications

While molecular and cellular processes are often modeled as stochastic processes, such as Brownian motion, chemical reaction networks and gene regulatory networks, there are few attempts to program a molecular-scale process to physically implement stochastic processes. DNA has been used as a substrate for programming molecular interactions, but its applications are restricted to deterministic functions and unfavorable properties such as slow processing, thermal annealing, aqueous solvents and difficult readout limit them to proof-of-concept purposes. To date, whether there exists a molecular process that can be programmed to implement stochastic processes for practical applications remains unknown.

In this dissertation, a fully specified Resonance Energy Transfer (RET) network between chromophores is accurately fabricated via DNA self-assembly, and the exciton dynamics in the RET network physically implement a stochastic process, specifically a continuous-time Markov chain (CTMC), which has a direct mapping to the physical geometry of the chromophore network. Excited by a light source, a RET network generates random samples in the temporal domain in the form of fluorescence photons which can be detected by a photon detector. The intrinsic sampling distribution of a RET network is derived as a phase-type distribution configured by its CTMC model. The conclusion is that the exciton dynamics in a RET network implement a general and important class of stochastic processes that can be directly and accurately programmed and used for practical applications of photonics and optoelectronics. Different approaches to using RET networks exist with vast potential applications. As an entropy source that can directly generate samples from virtually arbitrary distributions, RET networks can benefit applications that rely on generating random samples such as 1) fluorescent taggants and 2) stochastic computing.

By using RET networks between chromophores to implement fluorescent taggants with temporally coded signatures, the taggant design is not constrained by resolvable dyes and has a significantly larger coding capacity than spectrally or lifetime coded fluorescent taggants. Meanwhile, the taggant detection process becomes highly efficient, and the Maximum Likelihood Estimation (MLE) based taggant identification guarantees high accuracy even with only a few hundred detected photons.

Meanwhile, RET-based sampling units (RSU) can be constructed to accelerate probabilistic algorithms for wide applications in machine learning and data analytics. Because probabilistic algorithms often rely on iteratively sampling from parameterized distributions, they can be inefficient in practice on the deterministic hardware traditional computers use, especially for high-dimensional and complex problems. As an efficient universal sampling unit, the proposed RSU can be integrated into a processor / GPU as specialized functional units or organized as a discrete accelerator to bring substantial speedups and power savings.

A Comprehensive Portfolio Construction Under Stochastic Environment

Prior research has established that idiosyncratic volatility of the securities prices exhibits a positive trend. This trend and other factors have made the merits of investment diversification and portfolio construction more compelling. A new optimization technique, a greedy algorithm, is proposed to optimize the weights of assets in a portfolio. The main benefits of using this algorithm are to: a) increase the efficiency of the portfolio optimization process, b) implement large-scale optimizations, and c) improve the resulting optimal weights. In addition, the technique utilizes a novel approach in the construction of a time-varying covariance matrix. This involves the application of a modified integrated dynamic conditional correlation GARCH (IDCC - GARCH) model to account for the dynamics of the conditional covariance matrices that are employed. The stochastic aspects of the expected return of the securities are integrated into the technique through Monte Carlo simulations. Instead of representing the expected returns as deterministic values, they are assigned simulated values based on their historical measures. The time-series of the securities are fitted into a probability distribution that matches the time-series characteristics using the Anderson-Darling goodness-of-fit criterion. Simulated and actual data sets are used to further generalize the results. Employing the S&P500 securities as the base, 2000 simulated data sets are created using Monte Carlo simulation. In addition, the Russell 1000 securities are used to generate 50 sample data sets. The results indicate an increase in risk-return performance. Choosing the Value-at-Risk (VaR) as the criterion and the Crystal Ball portfolio optimizer, a commercial product currently available on the market, as the comparison for benchmarking, the new greedy technique clearly outperforms others using a sample of the S&P500 and the Russell 1000 securities. The resulting improvements in performance are consistent among five securities selection methods (maximum, minimum, random, absolute minimum, and absolute maximum) and three covariance structures (unconditional, orthogonal GARCH, and integrated dynamic conditional GARCH).

Convex Optimization Algorithms and Statistical Bounds for Learning Structured Models

Thesis (Ph.D.)--University of Washington, 2016-08

Phylogenetic inference's algorithms

Phylogenetic inference consist in the search of an evolutionary tree to explain the best way possible genealogical relationships of a set of species. Phylogenetic analysis has a large number of applications in areas such as biology, ecology, paleontology, etc. There are several criterias which has been defined in order to infer phylogenies, among which are the maximum parsimony and maximum likelihood. The first one tries to find the phylogenetic tree that minimizes the number of evolutionary steps needed to describe the evolutionary history among species, while the second tries to find the tree that has the highest probability of produce the observed data according to an evolutionary model. The search of a phylogenetic tree can be formulated as a multi-objective optimization problem, which aims to find trees which satisfy simultaneously (and as much as possible) both criteria of parsimony and likelihood. Due to the fact that these criteria are different there won't be a single optimal solution (a single tree), but a set of compromise solutions. The solutions of this set are called "Pareto Optimal". To find this solutions, evolutionary algorithms are being used with success nowadays.This algorithms are a family of techniques, which aren’t exact, inspired by the process of natural selection. They usually find great quality solutions in order to resolve convoluted optimization problems. The way this algorithms works is based on the handling of a set of trial solutions (trees in the phylogeny case) using operators, some of them exchanges information between solutions, simulating DNA crossing, and others apply aleatory modifications, simulating a mutation. The result of this algorithms is an approximation to the set of the “Pareto Optimal” which can be shown in a graph with in order that the expert in the problem (the biologist when we talk about inference) can choose the solution of the commitment which produces the higher interest. In the case of optimization multi-objective applied to phylogenetic inference, there is open source software tool, called MO-Phylogenetics, which is designed for the purpose of resolving inference problems with classic evolutionary algorithms and last generation algorithms. REFERENCES [1] C.A. Coello Coello, G.B. Lamont, D.A. van Veldhuizen. Evolutionary algorithms for solving multi-objective problems. Spring. Agosto 2007 [2] C. Zambrano-Vega, A.J. Nebro, J.F Aldana-Montes. MO-Phylogenetics: a phylogenetic inference software tool with multi-objective evolutionary metaheuristics. Methods in Ecology and Evolution. En prensa. Febrero 2016.

I. Quantal effects in biochemical cooperativity and a proposed mechanism for the differentiation of calcium signaling in synaptic plasticity. II. Evolutionary algorithms for the optimization of methods in computational chemistry

In Part 1 of this thesis, we propose that biochemical cooperativity is a fundamentally non-ideal process. We show quantal effects underlying biochemical cooperativity and highlight apparent ergodic breaking at small volumes. The apparent ergodic breaking manifests itself in a divergence of deterministic and stochastic models. We further predict that this divergence of deterministic and stochastic results is a failure of the deterministic methods rather than an issue of stochastic simulations.

Ergodic breaking at small volumes may allow these molecular complexes to function as switches to a greater degree than has previously been shown. We propose that this ergodic breaking is a phenomenon that the synapse might exploit to differentiate Ca$^{2+}$ signaling that would lead to either the strengthening or weakening of a synapse. Techniques such as lattice-based statistics and rule-based modeling are tools that allow us to directly confront this non-ideality. A natural next step to understanding the chemical physics that underlies these processes is to consider \textit{in silico} specifically atomistic simulation methods that might augment our modeling efforts.

In the second part of this thesis, we use evolutionary algorithms to optimize \textit{in silico} methods that might be used to describe biochemical processes at the subcellular and molecular levels. While we have applied evolutionary algorithms to several methods, this thesis will focus on the optimization of charge equilibration methods. Accurate charges are essential to understanding the electrostatic interactions that are involved in ligand binding, as frequently discussed in the first part of this thesis.

SCALABLE APPROXIMATION OF KERNEL FUZZY C-MEANS

Virtually every sector of business and industry that uses computing, including financial analysis, search engines, and electronic commerce, incorporate Big Data analysis into their business model. Sophisticated clustering algorithms are popular for deducing the nature of data by assigning labels to unlabeled data. We address two main challenges in Big Data. First, by definition, the volume of Big Data is too large to be loaded into a computer’s memory (this volume changes based on the computer used or available, but there is always a data set that is too large for any computer). Second, in real-time applications, the velocity of new incoming data prevents historical data from being stored and future data from being accessed. Therefore, we propose our Streaming Kernel Fuzzy c-Means (stKFCM) algorithm, which reduces both computational complexity and space complexity significantly. The proposed stKFCM only requires O(n2) memory where n is the (predetermined) size of a data subset (or data chunk) at each time step, which makes this algorithm truly scalable (as n can be chosen based on the available memory). Furthermore, only 2n2 elements of the full N × N (where N >> n) kernel matrix need to be calculated at each time-step, thus reducing both the computation time in producing the kernel elements and also the complexity of the FCM algorithm. Empirical results show that stKFCM, even with relatively very small n, can provide clustering performance as accurately as kernel fuzzy c-means run on the entire data set while achieving a significant speedup.

Geometrical Methods in Multivariate Risk Management: Algorithms and Applications

This thesis builds a framework for evaluating downside risk from multivariate data via a special class of risk measures (RM). The peculiarity of the analysis lies in getting rid of strong data distributional assumptions and in orientation towards the most critical data in risk management: those with asymmetries and heavy tails. At the same time, under typical assumptions, such as the ellipticity of the data probability distribution, the conformity with classical methods is shown. The constructed class of RM is a multivariate generalization of the coherent distortion RM, which possess valuable properties for a risk manager. The design of the framework is twofold. The first part contains new computational geometry methods for the high-dimensional data. The developed algorithms demonstrate computability of geometrical concepts used for constructing the RM. These concepts bring visuality and simplify interpretation of the RM. The second part develops models for applying the framework to actual problems. The spectrum of applications varies from robust portfolio selection up to broader spheres, such as stochastic conic optimization with risk constraints or supervised machine learning.

The potential of symbolic approximation. Disentangling the effects of approximation vs. calculation demands in nonsymbolic and symbolic representations.

Mathematical skills that we acquire during formal education mostly entail exact numerical processing. Besides this specifically human faculty, an additional system exists to represent and manipulate quantities in an approximate manner. We share this innate approximate number system (ANS) with other nonhuman animals and are able to use it to process large numerosities long before we can master the formal algorithms taught in school. Dehaene´s (1992) Triple Code Model (TCM) states that also after the onset of formal education, approximate processing is carried out in this analogue magnitude code no matter if the original problem was presented nonsymbolically or symbolically. Despite the wide acceptance of the model, most research only uses nonsymbolic tasks to assess ANS acuity. Due to this silent assumption that genuine approximation can only be tested with nonsymbolic presentations, up to now important implications in research domains of high practical relevance remain unclear, and existing potential is not fully exploited. For instance, it has been found that nonsymbolic approximation can predict math achievement one year later (Gilmore, McCarthy, & Spelke, 2010), that it is robust against the detrimental influence of learners´ socioeconomic status (SES), and that it is suited to foster performance in exact arithmetic in the short-term (Hyde, Khanum, & Spelke, 2014). We provided evidence that symbolic approximation might be equally and in some cases even better suited to generate predictions and foster more formal math skills independently of SES. In two longitudinal studies, we realized exact and approximate arithmetic tasks in both a nonsymbolic and a symbolic format. With first graders, we demonstrated that performance in symbolic approximation at the beginning of term was the only measure consistently not varying according to children´s SES, and among both approximate tasks it was the better predictor for math achievement at the end of first grade. In part, the strong connection seems to come about from mediation through ordinal skills. In two further experiments, we tested the suitability of both approximation formats to induce an arithmetic principle in elementary school children. We found that symbolic approximation was equally effective in making children exploit the additive law of commutativity in a subsequent formal task as a direct instruction. Nonsymbolic approximation on the other hand had no beneficial effect. The positive influence of the symbolic approximate induction was strongest in children just starting school and decreased with age. However, even third graders still profited from the induction. The results show that also symbolic problems can be processed as genuine approximation, but that beyond that they have their own specific value with regard to didactic-educational concerns. Our findings furthermore demonstrate that the two often con-founded factors ꞌformatꞌ and ꞌdemanded accuracyꞌ cannot be disentangled easily in first graders numerical understanding, but that children´s SES also influences existing interrelations between the different abilities tested here.

Vehicle routing and location routing problems with minimum latency: algorithms and models

Latency can be defined as the sum of the arrival times at the customers. Minimum latency problems are specially relevant in applications related to humanitarian logistics. This thesis presents algorithms for solving a family of vehicle routing problems with minimum latency. First the latency location routing problem (LLRP) is considered. It consists of determining the subset of depots to be opened, and the routes that a set of homogeneous capacitated vehicles must perform in order to visit a set of customers such that the sum of the demands of the customers assigned to each vehicle does not exceed the capacity of the vehicle. For solving this problem three metaheuristic algorithms combining simulated annealing and variable neighborhood descent, and an iterated local search (ILS) algorithm, are proposed. Furthermore, the multi-depot cumulative capacitated vehicle routing problem (MDCCVRP) and the multi-depot k-traveling repairman problem (MDk-TRP) are solved with the proposed ILS algorithm. The MDCCVRP is a special case of the LLRP in which all the depots can be opened, and the MDk-TRP is a special case of the MDCCVRP in which the capacity constraints are relaxed. Finally, a LLRP with stochastic travel times is studied. A two-stage stochastic programming model and a variable neighborhood search algorithm are proposed for solving the problem. Furthermore a sampling method is developed for tackling instances with an infinite number of scenarios. Extensive computational experiments show that the proposed methods are effective for solving the problems under study.

Biased Random-key Genetic Algorithms For The Winner Determination Problem In Combinatorial Auctions.

Abstract In this paper, we address the problem of picking a subset of bids in a general combinatorial auction so as to maximize the overall profit using the first-price model. This winner determination problem assumes that a single bidding round is held to determine both the winners and prices to be paid. We introduce six variants of biased random-key genetic algorithms for this problem. Three of them use a novel initialization technique that makes use of solutions of intermediate linear programming relaxations of an exact mixed integer-linear programming model as initial chromosomes of the population. An experimental evaluation compares the effectiveness of the proposed algorithms with the standard mixed linear integer programming formulation, a specialized exact algorithm, and the best-performing heuristics proposed for this problem. The proposed algorithms are competitive and offer strong results, mainly for large-scale auctions.

Reaction-diffusion stochastic lattice model for a predator-prey system

We have the purpose of analyzing the effect of explicit diffusion processes in a predator-prey stochastic lattice model. More precisely we wish to investigate the possible effects due to diffusion upon the thresholds of coexistence of species, i. e., the possible changes in the transition between the active state and the absorbing state devoid of predators. To accomplish this task we have performed time dependent simulations and dynamic mean-field approximations. Our results indicate that the diffusive process can enhance the species coexistence.

Crossover between the extended and localized regimes in stochastic partially self-avoiding walks in one-dimensional disordered systems

Consider N sites randomly and uniformly distributed in a d-dimensional hypercube. A walker explores this disordered medium going to the nearest site, which has not been visited in the last mu (memory) steps. The walker trajectory is composed of a transient part and a periodic part (cycle). For one-dimensional systems, travelers can or cannot explore all available space, giving rise to a crossover between localized and extended regimes at the critical memory mu(1) = log(2) N. The deterministic rule can be softened to consider more realistic situations with the inclusion of a stochastic parameter T (temperature). In this case, the walker movement is driven by a probability density function parameterized by T and a cost function. The cost function increases as the distance between two sites and favors hops to closer sites. As the temperature increases, the walker can escape from cycles that are reminiscent of the deterministic nature and extend the exploration. Here, we report an analytical model and numerical studies of the influence of the temperature and the critical memory in the exploration of one-dimensional disordered systems.

Influence of memory in deterministic walks in random media: Analytical calculation within a mean-field approximation

Consider a random medium consisting of N points randomly distributed so that there is no correlation among the distances separating them. This is the random link model, which is the high dimensionality limit (mean-field approximation) for the Euclidean random point structure. In the random link model, at discrete time steps, a walker moves to the nearest point, which has not been visited in the last mu steps (memory), producing a deterministic partially self-avoiding walk (the tourist walk). We have analytically obtained the distribution of the number n of points explored by the walker with memory mu=2, as well as the transient and period joint distribution. This result enables us to explain the abrupt change in the exploratory behavior between the cases mu=1 (memoryless walker, driven by extreme value statistics) and mu=2 (walker with memory, driven by combinatorial statistics). In the mu=1 case, the mean newly visited points in the thermodynamic limit (N >> 1) is just < n >=e=2.72... while in the mu=2 case, the mean number < n > of visited points grows proportionally to N(1/2). Also, this result allows us to establish an equivalence between the random link model with mu=2 and random map (uncorrelated back and forth distances) with mu=0 and the abrupt change between the probabilities for null transient time and subsequent ones.