A specialist team of around 30 detectives and search officers has been put together to look for him.
On Sunday, the Channel Islands Air Search was involved in searching the area in which Mr Frost was last seen for three-and-a-half hours but was unable to locate him.
On Tuesday, officers searched using a drone along the north-west coast, while Jersey Fire and Rescue’s Inshore Lifeboat searched around Val de la Mare.
As well as releasing a new photo of Mr Frost, Police said in a short update on Wednesday afternoon that the search is continuing “with officers conducting house-to-house enquiries, working with drone operators, Jersey Fire and Rescue service and the Coastguard”.

Pictured: An earlier photo released of Mr Frost.
Mr Frost is described as approximately 6ft tall, of medium build, with grey hair, and usually clean shaven.
Police said they believe he was wearing a grey hoodie, navy shirt and navy jeans when he disappeared, and that it is possible that he is barefoot.
“We have been using as many assets as possible and currently have a dedicated team of people, including detectives, specially trained search officers, uniform officers and honorary police. There is quite a big team working on this.”

Pictured: A CCTV photo of Mr Frost.
He added that there was “no suspicion of anything untoward”.
Anyone with any information regarding the whereabouts of Mr Frost is asked to call Police on 612612, selecting option 2, then option 4.
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Concern grows for missing islander