# Quantile Regression, Variational Autoencoders, and Diffusion Models for Uncertainty Quantification: A Spatial Analysis of Sub-seasonal Wind Speed Prediction

arXiv: https://arxiv.org/abs/2510.16958 · HTML: https://mlsanity.com/paper/2510.16958/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Flow matching, time series and science, one of 14 directions in Diffusion models.
- Builds on 9 of its 38 references that are in the map.
- First posted on arXiv 19 Oct 2025.

## Placed in

- Diffusion models / [Flow matching, time series and science](https://mlsanity.com/diffusion/flow-matching-time-series-and-science/)

## Builds on (most cited first, 9 of 9)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Optuna: A Next-generation Hyperparameter Optimization Framework](https://mlsanity.com/paper/1907.10902/) (2019)
- [GraphCast: Learning skillful medium-range global weather forecasting](https://mlsanity.com/paper/2212.12794/) (2022)
- [WeatherBench 2: A benchmark for the next generation of data-driven global weather models](https://mlsanity.com/paper/2308.15560/) (2023)
- [SmaAt-UNet: Precipitation Nowcasting using a Small Attention-UNet Architecture](https://mlsanity.com/paper/2007.04417/) (2020)
- [Machine learning methods for postprocessing ensemble forecasts of wind gusts: A systematic comparison](https://mlsanity.com/paper/2106.09512/) (2021)
- [FuXi-Extreme: Improving extreme rainfall and wind forecasts with diffusion model](https://mlsanity.com/paper/2310.19822/) (2023)
- [FuXi-ENS: A machine learning model for medium-range ensemble weather forecasting](https://mlsanity.com/paper/2405.05925/) (2024)
- [Learning low-dimensional representations of ensemble forecast fields using autoencoder-based methods](https://mlsanity.com/paper/2502.04409/) (2025)

## Abstract (arXiv)

This study aims to improve the spatial representation of uncertainties when regressing surface wind speeds from large-scale atmospheric predictors for sub-seasonal forecasting. Sub-seasonal forecasting often relies on large-scale atmospheric predictors such as 500 hPa geopotential height (Z500), which exhibit higher predictability than surface variables and can be downscaled to obtain more localised information. Previous work by Tian et al. (2024) demonstrated that stochastic perturbations based on model residuals can improve ensemble dispersion representation in statistical downscaling frameworks, but this method fails to represent spatial correlations and physical consistency adequately. More sophisticated approaches are needed to capture the complex relationships between large-scale predictors and local-scale predictands while maintaining physical consistency. Probabilistic deep learning models offer promising solutions for capturing complex spatial dependencies. This study evaluates three probabilistic methods with distinct uncertainty quantification mechanisms: Quantile Regression Neural Network that directly models distribution quantiles, Variational Autoencoders that leverage latent space sampling, and Diffusion Models that utilise iterative denoising. These models are trained on ERA5 reanalysis data and applied to ECMWF sub-seasonal hindcasts to regress probabilistic wind speed ensembles. Our results show that probabilistic downscaling approaches provide more realistic spatial uncertainty representations compared to simpler stochastic methods, with each probabilistic model offering different strengths in terms of ensemble dispersion, deterministic skill, and physical consistency. These findings establish probabilistic downscaling as an effective enhancement to operational sub-seasonal wind forecasts for renewable energy planning and risk assessment.