Hybrid and Generalized Bayesian Cram\'{e}r-Rao Inequalities via Information Geometry

Information geometry is the study of statistical models from a Riemannian geometric point of view. The Fisher information matrix plays the role of a Riemannian metric in this framework. This tool helps us obtain Cram\'{e}r-Rao lower bound (CRLB). This chapter summarizes the recent results which extend this framework to more general Cram\'{e}r-Rao inequalities. We apply Eguchi's theory to a generalized form of Czsisz\'ar $f$-divergence to obtain a Riemannian metric that, at once, is used to obtain deterministic CRLB, Bayesian CRLB, and their generalizations.