Structure groups and holonomy in infinite dimensions
  In this article, we give a theorem of reduction of the structure group of a principal bundle P with regular structure group G. Then, when G is in the classes of Lie groups defined by T.Robart [13], we define the closed holonomy group of a connection as the minimal closed Lie subgroup of G for which the previous theorem of reduction can be applied. We also prove an infinite dimensional version of the Ambrose-Singer theorem: the Lie algebra of the holonomy group is spanned by the curvature elements. 
Jean-Pierre Magnot