Efficient Value of Information Computation
arXiv:1301.6739
Abstract
One of the most useful sensitivity analysis techniques of decision analysis is the computation of value of information (or clairvoyance), the difference in value obtained by changing the decisions by which some of the uncertainties are observed. In this paper, some simple but powerful extensions to previous algorithms are introduced which allow an efficient value of information calculation on the rooted cluster tree (or strong junction tree) used to solve the original decision problem.
Appears in Proceedings of the Fifteenth Conference on Uncertainty in Artificial Intelligence (UAI1999)