When I went winter camping I ate about 5000-7000 calories of high-GI sugar a day. And I still lost weight over the course of a week. Your body uses a lot of energy just to stay warm.
So maybe just go outside in a swimsuit and lay in the snow for a bit
On a serious note -- I remember reading about a study that showed that too much temperature regulation is linked to obesity. So too much AC in warm climates or too much indoor heat in cold climates disrupts your body's own temperature regulation, probably decreasing metabolism, or something. I'll try and find the article.