I'm wondering how to go from: $$ \mathrm{Exponential~ families} \implies \mathrm{Kähler~manifolds} $$
I read that the tangent bundle of an exponential family naturally forms a Kähler manifold. I also found that for any exponential family, one can find a corresponding Kähler manifold from it. This means one can study "statistical mirror symmetry" prevalent in algebraic geometry and theoretical physics, where Calabi-Yau manifolds play a big part.
See this youtube video for some more discussion and context.
In information geometry, there are several examples of exponential families that naturally exhibit hyperbolic geometry, notably the Gaussian distribution. But I don't see how to go further and connect exponential families to Kähler manifolds.
For a given distribution that is part of the exponential family, how does its tangent bundle naturally form a Kähler manifold?
I'm fine with a high-level description of this so that I can get some intuition.