An Algorithm for Computing the Stratonovich's Value of Information
Information Theory
2022-05-10 v2 math.IT
Abstract
We propose an algorithm for computing Stratonovich's value of information (VoI) that can be regarded as an analogue of the distortion-rate function. We construct an alternating optimization algorithm for VoI under a general information leakage constraint and derive a convergence condition. Furthermore, we discuss algorithms for computing VoI under specific information leakage constraints, such as Shannon's mutual information (MI), -leakage, Arimoto's MI, Sibson's MI, and Csiszar's MI.
Cite
@article{arxiv.2205.02778,
title = {An Algorithm for Computing the Stratonovich's Value of Information},
author = {Akira Kamatsuka and Takahiro Yoshida and Koki Kazama and Toshiyasu Matsushima},
journal= {arXiv preprint arXiv:2205.02778},
year = {2022}
}