Efficient Value of Information Computation
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.
Keywords: value of information, clairvoyance, cluster trees, junction trees, decision analysis,
PDF Link: /papers/99/p594-shachter.pdf
AUTHOR = "Ross Shachter
TITLE = "Efficient Value of Information Computation",
BOOKTITLE = "Proceedings of the Fifteenth Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-99)",
PUBLISHER = "Morgan Kaufmann",
ADDRESS = "San Francisco, CA",
YEAR = "1999",
PAGES = "594--601"