We knew about this with @albertpod. I'm noting it here so we don't forget. The problem is that in RxInfer v3.0.0, there was a change in how predictions are constrained by default. Before, the where { allow_missing = true } block made sure that data points were connected with other hidden states (jointly distributed). Now, with the factorized = true option in the getorcreate! function of GraphPPL.jl, all data points are separated (mean-field ed).

One possible solution could be to introduce a special structure, let's call it UnfactorizedData, that wraps the data input, allowing us to set factorized = false in the getorcreate! function. For example:

infer(
    model = ...,
    data = (y = UnfactorizedData(missing), ) 
)