An Algorithm for Computing the Stratonovich’s Value of Information

We propose an algorithm for computing Stratonovich’s value of information (VoI) that can be regarded as an analog 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 Csiszár’s MI.A full version of this paper [1] is accessible at: https://arxiv.org/abs/2205.02778