Learning Climate Variability from Scarce Data with Diffusion Models: A Test Case for ENSO

Abstract: Diffusion models are increasingly applied to climate emulation, but whether they capture the correct modes of variability remains unclear, a concern amplified by data scarcity at longer timescales. We investigate this using synthetic tropical Pacific SST fields from Linear Inverse Models (LIMs), whose known low-order structure bypasses the overlapping and confounding modes of real observations. With sufficient training data, our model recovers the correct structure of both Gaussian and non-Gaussian LIMs, including ENSO's Eastern/Central Pacific asymmetry. Yet an ablation study on the number of monthly training samples reveals that the 700 observations in ERSSTv5 fall an order of magnitude short of the 7,000 samples needed for convergence, and that not all diffusion parameterisations recover the correct low-order structure. Pre-training on CMIP6 with a learned model embedding, followed by fine-tuning on scarce observations, closes this gap, reproducing observed statistics more faithfully than both Gaussian and non-Gaussian LIMs.