Kun Fang, Hamza Fawzi, Omar Fawzi (Feb 12 2025).
Abstract: We present a variational expression for measured
f-divergences for convex functions
f. Under a suitable operator convexity condition, this variational expression leads to a convex optimization problem recovering the known expression in the case of Rényi divergences. As an application, we establish an Uhlmann theorem for a wide class of measured
f-divergences including measured
α-Rényi divergences for all
α≥0. The well-known Uhlmann theorem for the fidelity corresponds to the special case
α=21.