CRPS-LAM: Regional ensemble weather forecasting from matching marginals

Abstract: Machine learning for weather prediction increasingly relies on ensemble methods to provide probabilistic forecasts. Diffusion-based models have shown strong performance in Limited-Area Modeling (LAM) but remain computationally expensive at sampling time. Building on the success of global weather forecasting models trained based on Continuous Ranked Probability Score (CRPS), we introduce CRPS-LAM, a probabilistic LAM forecasting model trained with a CRPS-based objective. By sampling and injecting a single latent noise vector into the model, CRPS-LAM generates ensemble members in a single forward pass, achieving sampling speeds up to 39 times faster than a diffusion-based model. We evaluate the model on the MEPS regional dataset, where CRPS-LAM matches the low errors of diffusion models. By retaining also fine-scale forecast details, the method stands out as an effective approach for probabilistic regional weather forecasting