Mahalanobis distance with missing entries

[The Volatile Bit]

The Mahalanobis distance between a state with missing readouts for a subset of features and a "historical" row is essentially calculated as if we were setting the missing entry equal to the respective record in the "historical" row. See the following link for reference:

CEEDesigns.jl/src/GenerativeDesigns/distancebased.jl

Lines 115 to 128 in d1d09c3

 compute_distances = function (evidence::Evidence) 
     if isempty(evidence) 
         return zeros(nrow(data)) 
     else 
         vec_evidence = map(colname -> get(evidence, colname, 0), non_targets) 
         distances = map(eachrow(data)) do row 
             vec_row = map( 
                 colname -> haskey(evidence, colname) ? row[colname] : 0, 
                 non_targets, 
             ) 
  
             z = vec_evidence - vec_row 
             dot(z, Λ * z) 
         end 

However, this might not be the optimal approach. For more information, consider the following resources: https://search.r-project.org/CRAN/refmans/modi/html/MDmiss.html and also https://www.jstor.org/stable/3559861, particularly on page 285.