This volume collects selected contributions on the interplay of statistical physics and artificial intelligence. The aim is to provide a constructive dialogue around a common foundation to allow the establishment of new principles and laws governing these two disciplines in a unified manner. The contributions were presented at the workshop on the Joint Structures and Common Foundation of Statistical Physics, Information Geometry and Inference for Learning which was held in Les Houches in July 2020. The various theoretical approaches are discussed in the context of potential applications in cognitive systems, machine learning, signal processing.