Decomposing Ensemble Spread in Lorenz '96 With Learned Stochastic Parameterizations

End-to-end weather forecasting systems produce skillful global gridded and station forecasts directly from raw Earth observations, replacing the numerical weather prediction pipeline, including data assimilation, at a fraction of its cost. These systems are deterministic and issue no uncertainty. Here we render the Aardvark Weather model probabilistic by attaching one stochastic mechanism to each component: learned, input-dependent noise at the observation encoder, capturing aleatoric uncertainty inherited from the observing system, and Monte Carlo dropout in the processor, capturing epistemic uncertainty in the learned dynamics. The resulting nested ensemble attributes forecast spread to the two sources through a law-of-total-variance decomposition, cross-checked by withholding observation streams. Probabilistic finetuning significantly improves the mean forecast, by 4.2% on average across variables and lead times. The ensemble is calibrated against ERA5 through the medium range (spread-skill ratio 0.98), keeps station RMSE within 2.4% of the deterministic model while beating it in CRPS at every lead time, and trails the operational ECMWF ensemble. The encoder branch behaves as observation-driven uncertainty. Component-attributed uncertainty makes end-to-end forecasts more transparent, a step toward observation-driven digital twins of the atmosphere.

Machine-learning weather models (MLWMs) now match or outperform operational numerical weather prediction (NWP) at global medium-range forecasting, at far lower inference cost. Many deployed MLWMs are deterministic, producing a single forecast with no estimate of its own uncertainty, whereas a growing family of trained-probabilistic models generate calibrated ensembles directly, at the price of a dedicated training run. We ask instead how much uncertainty can be extracted from a deterministic checkpoint that already exists, without retraining it. Where physical ensembles represent model uncertainty by stochastically perturbing parametrisation tendencies, we perturb the network's raw weight tensors at inference time, a scheme we call stochastically perturbed weights (SPW). We also ask whether it works, where and on which scales to inject the noise, and where it fails. A three-phase ablation across four deterministic backbones, Aurora, GraphCast, SFNO, and AIFS, selects one production baseline per model, benchmarked against the trained-probabilistic AIFS-ENS, FourCastNet 3 and Atlas as well as the operational ECMWF ensemble (IFS-ENS) over 112 initialisation times. At a 240 h (10-day) lead time the SPW ensembles reach continuous ranked probability skill scores (CRPSS) between 0.04 and 0.13 below the best trained-probabilistic baseline, at zero marginal training cost. No injection site works across models: the productive tensor group is architecture-specific, so SPW is at present a tuning procedure rather than a plug-and-play recipe. Its main failure mode is a coherent whole-field offset that overdisperses the domain mean, and restricting the noise to coarse scales or perturbing the initial conditions each repair part of it.

Many scientific systems exhibit uncertainty from stochastic forcing, unresolved degrees of freedom, or imperfect observations, making reliable surrogate forecasting fundamentally distributional rather than pointwise. For such systems, deterministic neural surrogates fail to capture statistical measures and forecast uncertainty. We introduce TRIE, an evaluation framework for stochastic PDE surrogates that asks whether models reproduce invariant measures, provide trustworthy predictive uncertainty, and scale to efficient probabilistic generation. We demonstrate TRIE on two stationary chaotic spatially extended SPDEs, stochastic Kuramoto--Sivashinsky and stochastic Kolmogorov flow, across 11 parameter values. Our evaluation shows that standard pointwise-trained neural surrogates can produce plausible short rollouts while failing to match long-time statistical structure. Approximate uncertainty methods such as Monte Carlo dropout and heteroscedastic Gaussian likelihoods produce stochastic forecasts, but are often miscalibrated and overconfident under temporal and spatial uncertainty diagnostics. Across these criteria, generative models provide the most consistent performance, accurately capturing invariant measure statistics and achieving the lowest CRPS in all reported probabilistic settings. Finally, we show that latent generative models with automatic dimension discovery retain much of this statistical fidelity while reducing Kolmogorov inference time by roughly $12\times$. We release our code and data at https://github.com/scailab/TRIE-SPDE-Bench to support reproducible evaluation of stochastic PDE forecasting models.