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The Stratonovich's value of information (VoI) is quantity that measure howmuch inferential gain is obtained from a perturbed sample under informationleakage constraint. In this paper, we introduce a generalized VoI for a generalloss function and general information leakage. Then we derive an upper bound ofthe generalized VoI. Moreover, for a classical loss function, we provide aachievable condition of the upper bound which is weaker than that of inprevious studies. Since VoI can be viewed as a formulation of a privacy-utilitytrade-off (PUT) problem, we provide an interpretation of the achievablecondition in the PUT context.

A Generalization of the Stratonovich's Value of Information and Application to Privacy-Utility Trade-off