  Research on the use of information geometry (IG) in modern physics has
witnessed significant advances recently. In this review article, we report on
the utilization of IG methods to define measures of complexity in both
classical and, whenever available, quantum physical settings. A paradigmatic
example of a dramatic change in complexity is given by phase transitions (PTs).
Hence we review both global and local aspects of PTs described in terms of the
scalar curvature of the parameter manifold and the components of the metric
tensor, respectively. We also report on the behavior of geodesic paths on the
parameter manifold used to gain insight into the dynamics of PTs. Going
further, we survey measures of complexity arising in the geometric framework.
In particular, we quantify complexity of networks in terms of the Riemannian
volume of the parameter space of a statistical manifold associated with a given
network. We are also concerned with complexity measures that account for the
interactions of a given number of parts of a system that cannot be described in
terms of a smaller number of parts of the system. Finally, we investigate
complexity measures of entropic motion on curved statistical manifolds that
arise from a probabilistic description of physical systems in the presence of
limited information. The Kullback-Leibler divergence, the distance to an
exponential family and volumes of curved parameter manifolds, are examples of
essential IG notions exploited in our discussion of complexity. We conclude by
discussing strengths, limits, and possible future applications of IG methods to
the physics of complexity.
