Orlicz addition for measures and an optimization problem for the $f$-divergence

Abstract

In this paper, the Orlicz addition of measures is proposed and an interpretation of the $f$-divergence is provided based on a linear Orlicz addition of two measures. Fundamental inequalities, such as, a dual functional Orlicz-Brunn-Minkowski inequality, are established. We also investigate an optimization problem for the $f$-divergence and establish functional affine isoperimetric inequalities for the dual functional Orlicz affine and geominimal surface areas of measures.