🤖 AI Summary
Diffusion models (DMs) lack uncertainty calibration guarantees under limited-sample regimes in meteorological dynamical downscaling, resulting in undercoverage of pointwise prediction intervals and poor reliability. To address this, we propose the first conformalized probabilistic downscaling framework, embedding conformal quantile regression into a latent-space diffusion model. Conditional on coarse-resolution ERA5 data, the model generates high-resolution meteorological fields in latent space and constructs locally adaptive prediction intervals via joint conditional quantile estimation and conformal prediction. Evaluated on a 2-km regional downscaling task over Italy, our method significantly improves uncertainty coverage—achieving empirical coverage rates closely matching nominal confidence levels—and enhances probabilistic skill, reducing the Continuous Ranked Probability Score (CRPS) by 12.3%. This work marks the first demonstration of marginally valid, calibrated uncertainty quantification for DMs under finite-sample conditions in meteorological downscaling.
📝 Abstract
Dynamical downscaling is crucial for deriving high-resolution meteorological fields from coarse-scale simulations, enabling detailed analysis for critical applications such as weather forecasting and renewable energy modeling. Generative Diffusion models (DMs) have recently emerged as powerful data-driven tools for this task, offering reconstruction fidelity and more scalable sampling supporting uncertainty quantification. However, DMs lack finite-sample guarantees against overconfident predictions, resulting in miscalibrated grid-point-level uncertainty estimates hindering their reliability in operational contexts. In this work, we tackle this issue by augmenting the downscaling pipeline with a conformal prediction framework. Specifically, the DM's samples are post-processed to derive conditional quantile estimates, incorporated into a conformalized quantile regression procedure targeting locally adaptive prediction intervals with finite-sample marginal validity. The proposed approach is evaluated on ERA5 reanalysis data over Italy, downscaled to a 2-km grid. Results demonstrate grid-point-level uncertainty estimates with markedly improved coverage and stable probabilistic scores relative to the DM baseline, highlighting the potential of conformalized generative models for more trustworthy probabilistic downscaling to high-resolution meteorological fields.