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Dean Conner, Alice Byrne and Scott Wood have not been in touch with their families and friends in the days since they were last seen.
James Dodds was also reported missing but has since been found safe and well.
And while the four cases are not related, it has left a feeling of worry and fear in the communities from which they have disappeared.
This is all we know so far about each of the individuals and their last movements before they were reported missing.
Alice Byrne was last seen leaving her friend’s house in Malborough Street in Portobello at 10am on New Year’s Day.
The 28-year-old had been with her family hours earlier, but left them at 2am to go to a beach party for further New Year celebrations.
Alice has been described as white, around 5ft 6in and of medium build. She also has short black hair.
CCTV footage of her last known movements show her wearing a black top, black jeans ripped at the knees and white trainers.
Speaking in the days following her disappearance, Inspector Keith Scott said it was “out of character” for Alice not to keep in touch with her friends and family.
He added: “We are becoming increasingly concerned for her wellbeing and we are working to trace her as soon as possible to ensure that she is safe and well.”
On Thursday, almost a week since Alice was last seen, officers were seen combing the beach for clues to where she may have gone.
In the days before, a police helicopter was spotted above Portobello while a marine unit and police dogs were also seen in the area.
Missing posters lined the streets and shop windows; the community rallying together, desperate for answers.
Searches were initially organised by members of the public but were later called off following advice from police.
Chief Inspector Kieran Dougal said: “It is important the public are not putting themselves in any danger and these can compromise planned, co-ordinated searches by specialist officers.
“We would ask the public to continue to help us by continuing to share our appeals, raising awareness and contacting us with any information they may have.”
Anyone with any information about Alice’s whereabouts is asked to call Police Scotland on 101 quoting incident number 0647 of January 2.
Musselburgh man Dean Conner has been missing since December 31, on which he was last seen at around 5pm in the Links Avenue area of the town. He was walking towards the promenade.
Police believe he may have travelled out of the area on foot or by bus, with officers having urged the public in Edinburgh and “further afield” to look for him.
On Tuesday, police said they were growing “increasingly concerned” for the welfare of the 37-year-old, who has been described as white and 5ft 10in, with dark brown or black hair.
CCTV footage of Dean shows him wearing a black hooded top, black jogging bottoms and white trainers at the time he went missing.
Dean’s mum Lorraine this week made a heartfelt plea for help to find her missing son and said she was “worried sick”.
She said: “I am worried sick and need to know that Dean is safe.
“Dean, please call me or reach out to someone and let them know you are safe.”
Anyone with information about Dean or his possible whereabouts is asked to call Police Scotland on 101, quoting incident number 2238 of December 31.
Edinburgh man James Dodds has been missing since Monday but police have sinced confirmed he has been found safe and well.
In a statement, the force said: “Following our previous appeal, we can confirm that missing 53-year-old man James Dodds has been traced safe and well. We would like to thanks those who assisted with sharing our appeal.”
Concern is also growing for Edinburgh man Scott Wood who has not been seen since Wednesday.
He was last seen at around 6.30pm in the Morningside area of the Capital.
The 41-year-old is described as white, 5ft 9in and of slim build. He also has brown hair and brown facial hair.
At the time of his disappearance, Scott is believed to have been wearing a black jacket and black jogging bottoms with a white stripe down the side.
He was also wearing black Nike trainers with an orange tick on the side.
Officers have launched an investigation and are appealing for help from members of the public to trace Scott.
A spokesman said: “There are growing concerns for Scott's welfare, therefore anyone who may have seen Scott, or who has any information on his whereabouts, is urged to contact Police Scotland.”
Those with information is asked to call 101 quoting incident number 2499 of January 5.