Likelihood Estimation with Incomplete Array Variate Observations

Missing data is an important challenge when dealing with high dimensional data arranged in the form of an array. In this paper, we propose methods (Fisher scoring, expectation maximization and hybrid) for estimation of the parameters of array variate normal probability model from partially observed multiway data. The methods developed here are useful for missing data imputation, estimation of mean and covariance parameters for multiway data. A multiway semi-parametric mixed effects model that allows separation of multiway covariance effects is also defined and an efficient algorithm for estimation is recommended. We provide simulation results along with real life data to demonstrate these methods.