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It is an interesting overview on topics of Information geometry. Basically Information geometry studies statistical manifolds, that is Riemannian manifolds with a symmetric cubic tensor, or equivalently Riemannian manifolds with a pair of dual affine connections. These manifolds can be considered as Riemannian manifolds whose points correspond to probability distributions. Such structures are important in many areas: mathematics and physics but also machine learning, signal processing, neuroscience. Differential geometry plays a central role in this study. Information geometry is strictly related to asymmetric divergence functions and affine differential geometry. Indeed on a manifold with such a divergence function a Riemannian structure with a pair of dual affine connections can be defined. Also a dual pair of affine connections can be defined on affine manifolds. In particular in a Riemannian manifold with a pair of flat affine connections there is a unique canonical divergence, a generalized Pythagorean theorem and a projection theorem hold. In this framework the Wasserstein distance, which concerns the distance of probability distributions, is very interesting. In this sense the author describes a divergence function obtained from the entropy-regularized Wasserstein problem and relates it to information geometry. 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