I was reading this method related to proximal newton methods
http://machinelearning.wustl.edu/mlpapers/paper_files/NIPS2012_0388.pdf. I came across this page
I didn't get what this part means
$ \frac{1}{2}||y-x||^2_H $ what does H signify here and how do I calculate $ \frac{1}{2}||y-x||^2_H $ given x and y.