Let us begin by considering two book titles: A provocative title, What Is a Statistical Model? McCullagh (2002) and an alternative title, In a Search for Structure. The Fisher Information. Gromov (2012). It is the richness in open problems and the links with other research domains that make a research topic exciting. Information geometry has both properties. Differential information geometry is the differential geometry of statistical models. The topology of information is the topology of statistical models. This highlights the importance of both questions raised by Peter McCullagh and Misha Gromov. The title of this paper looks like a list of key words. However, the aim is to emphasize the links between those topics. The theory of homology of Koszul-Vinberg algebroids and their modules (KV homology in short) is a useful key for exploring those links. In Part A we overview three constructions of the KV homology. The first construction is based on the pioneering brute formula of the coboundary operator. The second construction is based on the theory of semi-simplicial objects. The third construction is based on the anomaly functions of abstract algebras and their abstract modules. We use the KV homology for investigating links between differential information geometry and differential topology. For instance, "dualistic relation of Amari" and "Riemannian or symplectic Foliations"; "Koszul geometry" and "linearization of webs"; "KV homology" and "complexity of models". Regarding the complexity of a model, the challenge is to measure how far from being an exponential family is a given model. In Part A we deal with the classical theory of models. Part B is devoted to answering both questions raised by McCullagh and B Gromov. A few criticisms and examples are used to support our criticisms and to motivate a new approach. In a given category an outstanding challenge is to find an invariant which encodes the points of a moduli space. In Part B we face four challenges. (1) The introduction of a new theory of statistical models. This re-establishment must answer both questions of McCullagh and Gromov; (2) The search for an characteristic invariant which encodes the points of the moduli space of isomorphism class of models; (3) The introduction of the theory of homological statistical models. This is a pioneering notion. We address its links with Hessian geometry; (4) We emphasize the links between the classical theory of models, the new theory and Vanishing Theorems in the theory of homological statistical models. Subsequently, the differential information geometry has a homological nature. That is another notable feature of our approach. This paper is dedicated to our friend and colleague Alexander Grothendieck.