  This set of notes is intended for a short course aiming to provide an
(almost) self-contained and (almost) elementary introduction to the topic of
Information Geometry (IG) of the probability simplex. Such a course can be
considered an introduction to the original monograph by Amari and Nagaoka
(2000), and to the recent monographs by Amari (2016} and by Ay et al. (2017).
The focus is on a non-parametric approach, that is, I consider the geometry of
the full probability simplex and compare the IG formalism with what is
classically done in Statistical Physics.
