A large family of new α-weighted group entropy functionals is defined and associated Fisher-like metrics are considered. All these notions are well-suited semi-Riemannian tools for the geometrization of entropy-related statistical models, where they may act as sensitive controlling invariants. The main result of the paper establishes a link between such a metric and a canonical one. A sufficient condition is found, in order that the two metrics be conformal (or homothetic). In particular, we recover a recent result, established for α=1 and for non-weighted relative group entropies. Our conformality condition is “universal”, in the sense that it does not depend on the group exponential.

The paper generalizes and extends the notions of dual connections and of statistical manifold, with and without torsion. Links with the deformation algebras and with the Riemannian Rinehart algebras are established. The semi-Riemannian manifolds admitting flat dual connections with torsion are characterized, thus solving a problem suggested in 2000 by S. Amari and H. Nagaoka. New examples of statistical manifolds are constructed, within and beyond the classical setting. The invariant statistical structures on Lie groups are characterized and the dimension of their set is determined. Examples for the new defined geometrical objects are found in the theory of Information Geometry.

"We determine the nonlinear Fokker-Planck equation in one dimension, based on a weighted Tsallis entropy and we derive its associated Lie symmetries. The corresponding Lyapunov functions and Breg- man divergences are also found, together with a formula linking the drift function, the diffusion function and a diffusion constant. We solve the MaxEnt problem associated to the weighted Tsallis entropy."

The theory of statistical manifolds w.r.t. a conformal structure is reviewed in a creative manner and developed. By analogy, the γ-manifolds are introduced. New conformal invariant tools are defined. A necessary condition for the f-conformal equivalence of γ-manifolds is found, extending that for the α-conformal equivalence for statistical manifolds. Certain examples of these new defined geometrical objects are given in the theory of Iinformation.

The paper studies the Lie symmetries of the nonlinear Fokker–Planck equation in one dimension, which are associated to the weighted Kaniadakis entropy. In particular, the Lie symmetries of the nonlinear diffusive equation, associated to the weighted Kaniadakis entropy, are found. The MaxEnt problem associated to the weighted Kaniadakis entropy is given a complete solution, together with the thermodynamic relations which extend the known ones from the non-weighted case. Several different, but related, arguments point out a subtle dichotomous behavior of the Kaniadakis constant k, distinguishing between the cases k∈(−1,1) and k=±1. By comparison, the Lie symmetries of the NFPEs based on Tsallis q-entropies point out six “exceptional” cases, for: q=12, q=32, q=43, q=73, q=2 and q=3.