  The expected value of partial perfect information (EVPPI) denotes the value
of eliminating uncertainty on a subset of unknown parameters involved in a
decision model. The EVPPI can be regarded as a decision-theoretic sensitivity
index, and has been widely used for identifying relatively important unknown
parameters. It follows from Jensen's inequality, however, that the standard
nested Monte Carlo computation of the EVPPI results in biased estimates. In
this paper we introduce two unbiased Monte Carlo estimators for the EVPPI based
on multilevel Monte Carlo method, introduced by Heinrich (1998) and Giles
(2008), and its extension by Rhee and Glynn (2012, 2015). Our unbiased
estimators are simple and straightforward to implement, and thus are of highly
practical use. Numerical experiments show that even the convergence behaviors
of our unbiased estimators are superior to that of the standard nested Monte
Carlo estimator.
