Km-scale dynamical downscaling through conformalized latent diffusion models

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.