An Algorithm for Computing the Stratonovich's Value of Information

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), $f$-leakage, Arimoto's MI, Sibson's MI, and Csiszar's MI.