Proposition 8.1. Assume M is infinitesimally linear. For any vector field X : M × D → M on M , we have (for any m ∈ M) ∀(d 1 , d 2) ∈ D(2) : X(X(m, d 1), d 2) = X(m, d 1 + d 2) (8.4) Proof. Note that the right hand side makes sense, since d 1 + d 2 ∈ D for (d 1 , d 2) ∈ D(2). Both sides in the equation may be viewed as functions

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Abstract. This paper establishes non-asymptotic oracle inequalities for the prediction error and estimation accuracy of the LASSO in stationary vector autoregressive models. These inequalities are used to establish consistency of the LASSO even when the number of parameters is of a much larger order of magnitude than the sample size. We also give conditions under which no relevant variables are excluded.Next, non-asymptotic probabilities are given for the adaptive LASSO to select the correct sparsity pattern. We then give conditions under which the adaptive LASSO reveals the correct sparsity pattern asymptotically. We establish that the estimates of the non-zero coefficients are asymptotically equivalent to the oracle assisted least squares estimator. This is used to show that the rate of convergence of the estimates of the non-zero coefficients is identical to the one of least squares only including the relevant covariates.

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The notion of commutative monad was defined by the author in [4]. The content of the present paper may briefly be stated: The category of algebras for a commutative monad can in a canonical way be made into a closed category, the two adjoint functors connecting the category of algebras with the base category are in a canonical way closed functors, and the front- and end-adjunctions are closed transformations. (The terms ‘Closed Category’ etc. are from the paper [2] by Eilenberg and Kelly). In particular, the monad itself is a ‘closed monad’; this fact was also proved in [4].

This elegant book is sure to become the standard introduction to synthetic differential geometry. It deals with some classical spaces in differential geometry, namely 'prolongation spaces' or neighbourhoods of the diagonal. These spaces enable a natural description of some of the basic constructions in local differential geometry and, in fact, form an inviting gateway to differential geometry, and also to some differential-geometric notions that exist in algebraic geometry. The presentation conveys the real strength of this approach to differential geometry. Concepts are clarified, proofs are streamlined, and the focus on infinitesimal spaces motivates the discussion well. Some of the specific differential-geometric theories dealt with are connection theory (notably affine connections), geometric distributions, differential forms, jet bundles, differentiable groupoids, differential operators, Riemannian metrics, and harmonic maps. Ideal for graduate students and researchers wishing to familiarize themselves with the field.

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