Lifting statistical structures

Abstract: We consider some natural (functorial) lifts of geometric objects associated with statistical manifolds (metric tensor, dual connections, skewness tensor, etc.) to higher tangent bundles. It turns out that the lifted objects form again a statistical manifold structure, this time on the higher tangent bundles, with the only difference that the metric tensor is pseudo-Riemannian. What is more, natural lifts of potentials (called also divergence or contrast functions) turn out to be again potentials, this time for the lifted statistical structures. We propose an analogous procedure for lifting statistical structures on Lie algebroids and lifting contrast functions which are defined on Lie groupoids. In particular, we study in detail Lie groupoid structures of higher tangent bundles of Lie groupoids. Our geometric constructions of lifts are illustrated by explicit examples, including some important statistical models and potential functions on Lie groupoids.