Yes, snow can go right from it's solid form to a gas. It's called sublimation.
I am sure there has been some snow depth loss due to sublimation in the eastern UP, but I would have to guess that most of it has been due to a warm ground when the snow started falling 2 weeks ago (causing some melting with the ground surface) and then the main reason is just settling. Most of the snow that has fallen in the past 2 weeks has been light and fluffy and compacts a lot over time. Even without new snow on top of it.
Same thing has been happening here on the west end.
-John