Continuity bounds on observational entropy and measured relative entropies

We derive a measurement-independent asymptotic continuity bound on the observational entropy for general positive operator valued measures measurements, making essential use of its property of bounded concavity. The same insight is used to obtain continuity bounds for other entropic quantities, including the measured relative entropy distance to a convex set of states under a general set of measurements. As a special case, we define and study conditional observational entropy, which is an observational entropy in one (measured) subsystem conditioned on the quantum state in another (unmeasured) subsystem. We also study continuity of relative entropy with respect to a jointly applied channel, finding that observational entropy is uniformly continuous as a function of the measurement. But we show by means of an example that this continuity under measurements cannot have the form of a concrete asymptotic bound.