mpem - Matrix Partial EM for Incomplete Matrix-Normal Data
Fits single-component and finite-mixture
Kronecker-structured matrix-normal models and imputes
incomplete matrix-variate data using matrix partial
expectation-maximization. General MPEM handles arbitrary
missingness, while Rect-MPEM exploits rectangular structural
missingness. The methods are described in Lu, Andrews and
Browne (2026) "An Efficient EM Algorithm for Both Element-Wise
and Structural Missingness in Matrix-Variate Normal Mixture
Models" <doi:10.48550/arXiv.2609.00616>.