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<!DOCTYPE article PUBLIC "-//NLM//DTD Journal Publishing with OASIS Tables v3.0 20080202//EN" "journalpub-oasis3.dtd">
<article xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:oasis="http://docs.oasis-open.org/ns/oasis-exchange/table" xml:lang="en" dtd-version="3.0" article-type="research-article">
  <front>
    <journal-meta><journal-id journal-id-type="publisher">GMD</journal-id><journal-title-group>
    <journal-title>Geoscientific Model Development</journal-title>
    <abbrev-journal-title abbrev-type="publisher">GMD</abbrev-journal-title><abbrev-journal-title abbrev-type="nlm-ta">Geosci. Model Dev.</abbrev-journal-title>
  </journal-title-group><issn pub-type="epub">1991-9603</issn><publisher>
    <publisher-name>Copernicus Publications</publisher-name>
    <publisher-loc>Göttingen, Germany</publisher-loc>
  </publisher></journal-meta>
    <article-meta>
      <article-id pub-id-type="doi">10.5194/gmd-14-5373-2021</article-id><title-group><article-title>Calibrating a global atmospheric chemistry transport model using Gaussian process emulation and ground-level concentrations of ozone and carbon monoxide</article-title><alt-title>Calibrating a global atmospheric chemistry transport model</alt-title>
      </title-group><?xmltex \runningtitle{Calibrating a global atmospheric chemistry transport model}?><?xmltex \runningauthor{E. Ryan and O. Wild}?>
      <contrib-group>
        <contrib contrib-type="author" corresp="no" rid="aff1 aff2">
          <name><surname>Ryan</surname><given-names>Edmund</given-names></name>
          
        </contrib>
        <contrib contrib-type="author" corresp="yes" rid="aff1">
          <name><surname>Wild</surname><given-names>Oliver</given-names></name>
          <email>o.wild@lancaster.ac.uk</email>
        <ext-link>https://orcid.org/0000-0002-6227-7035</ext-link></contrib>
        <aff id="aff1"><label>1</label><institution>Lancaster Environment Centre, Lancaster University, Lancaster, UK</institution>
        </aff>
        <aff id="aff2"><label>a</label><institution>now at: Corndel, London, UK</institution>
        </aff>
      </contrib-group>
      <author-notes><corresp id="corr1">Oliver Wild (o.wild@lancaster.ac.uk)</corresp></author-notes><pub-date><day>1</day><month>September</month><year>2021</year></pub-date>
      
      <volume>14</volume>
      <issue>9</issue>
      <fpage>5373</fpage><lpage>5391</lpage>
      <history>
        <date date-type="received"><day>12</day><month>February</month><year>2021</year></date>
           <date date-type="rev-request"><day>25</day><month>February</month><year>2021</year></date>
           <date date-type="rev-recd"><day>5</day><month>July</month><year>2021</year></date>
           <date date-type="accepted"><day>8</day><month>July</month><year>2021</year></date>
      </history>
      <permissions>
        <copyright-statement>Copyright: © 2021 Edmund Ryan</copyright-statement>
        <copyright-year>2021</copyright-year>
      <license license-type="open-access"><license-p>This work is licensed under the Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit <ext-link ext-link-type="uri" xlink:href="https://creativecommons.org/licenses/by/4.0/">https://creativecommons.org/licenses/by/4.0/</ext-link></license-p></license></permissions><self-uri xlink:href="https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021.html">This article is available from https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021.html</self-uri><self-uri xlink:href="https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021.pdf">The full text article is available as a PDF file from https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021.pdf</self-uri>
      <abstract><title>Abstract</title>
    <p id="d1e96">Atmospheric chemistry transport models are important tools to investigate
the local, regional and global controls on atmospheric composition and air
quality. To ensure that these models represent the atmosphere adequately, it
is important to compare their outputs with measurements. However, ground
based measurements of atmospheric composition are typically sparsely
distributed and representative of much smaller spatial scales than those
resolved in models; thus, direct comparison incurs uncertainty. In this
study, we investigate the feasibility of using observations of one or more
atmospheric constituents to estimate parameters in chemistry transport
models and to explore how these estimates and their uncertainties depend
upon representation errors and the level of spatial coverage of the
measurements. We apply Gaussian process emulation to explore the model
parameter space and use monthly averaged ground-level concentrations of
ozone (O<inline-formula><mml:math id="M1" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>) and carbon monoxide (CO) from across Europe and the US.
Using synthetic observations, we find that the estimates of parameters with
greatest influence on O<inline-formula><mml:math id="M2" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO are unbiased, and the associated
parameter uncertainties are low even at low spatial coverage or with high
representation error. Using reanalysis data, we find that estimates of the
most influential parameter – corresponding to the dry deposition process –
are closer to its expected value using both O<inline-formula><mml:math id="M3" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO data than using
O<inline-formula><mml:math id="M4" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> alone. This is remarkable because it shows that while CO is largely
unaffected by dry deposition, the additional constraints it provides are
valuable for achieving unbiased estimates of the dry deposition parameter.
In summary, these findings identify the level of spatial representation
error and coverage needed to achieve good parameter estimates and highlight
the benefits of using multiple constraints to calibrate atmospheric
chemistry transport models.</p>
  </abstract>
    </article-meta>
  </front>
<body>
      

<sec id="Ch1.S1" sec-type="intro">
  <label>1</label><title>Introduction</title>
      <p id="d1e144">Changes in atmospheric composition due to human activities make an important
contribution to Earth's changing climate (Stocker, 2013) and to outdoor air
pollution, which is currently responsible for about 4.2 million deaths
worldwide each year (Cohen et al., 2017), with 365 000 deaths due to surface
ozone (DeLang et al., 2021). Chemistry transport models (CTMs) simulate the
production, transport and removal of key atmospheric constituents, and they are
important tools for understanding variations in atmospheric composition
across space and time. They permit investigation of future climate and
emission scenarios that fully account for the interactions and feedbacks
that characterise physical, chemical and dynamical processes in the
atmosphere. For practical application, CTMs need to reproduce the magnitude
and variation in pollutant concentrations observed at a wide range of
measurement locations. Where biases occur, these can often be reduced by
improving process representation through adjusting model parameters, so
the CTM matches the measurements to a sufficient level of accuracy
(e.g. Menut et al., 2014). While estimation of model parameters is
common in many fields of science and has successfully been applied to
climate models (e.g. Chang and Guillas, 2019; Couvreux et al., 2021), it is
rarely attempted with atmospheric chemistry models, because they<?pagebreak page5374?> are
computationally expensive to run, and it is thus burdensome to perform the
large number of model runs required to explore model parameter space.
Instead, data assimilation has become a standard method for ensuring that
model states are consistent with measurements, usually treating model
parameters as fixed (Khattatov et al., 2000; Bocquet et al., 2015; van
Loon et al., 2000; Emili et al., 2014).</p>
      <p id="d1e147">In this study, we explore computationally efficient ways of estimating
parameters in chemistry transport models, focusing on two important
tropospheric constituents, ozone (O<inline-formula><mml:math id="M5" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>) and carbon monoxide (CO). Ozone
is a major pollutant that is produced in the troposphere by oxidation of
precursors such as CO and hydrocarbons, which are emitted during combustion
processes from vehicular, industrial and residential sources. Ozone is
harmful to human health and has been shown to damage vegetation and reduce
crop yields (Goldsmith and Landaw, 1968; Kampa and Castanas, 2008; Van
Dingenen et al., 2009; van Zelm et al., 2008). A recent assessment of
surface O<inline-formula><mml:math id="M6" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> was carried out for the Tropospheric Ozone Assessment Report
(TOAR) based on measurements from an extensive network of 10 000 sites
around the world (Schultz et al., 2017). A simple statistical model of
changes in surface O<inline-formula><mml:math id="M7" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> between 2000 and 2014 showed that significant
decreases of 28 % and 6 % have occurred in eastern North America and
Europe, respectively, but increases of 20 % and 45 % in Southeast Asia and East Asia (Chang et al., 2017). In recent decades, a similar pattern of
decreases in CO in Europe and North America and increases over parts of Asia
has also been observed (Granier et al., 2011). To fully explain and
attribute these changes, a thorough understanding of the processes
controlling these pollutants is needed.</p>
      <p id="d1e177">To assess the performance of CTMs, it is essential to compare simulations of
tropospheric chemical composition with measurements. A comprehensive
evaluation of 15 global models found that they broadly matched measured
O<inline-formula><mml:math id="M8" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>, but modelled O<inline-formula><mml:math id="M9" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> was biased high in the Northern
Hemisphere and biased low in the Southern Hemisphere (Young et al.,
2018). The models were unable to capture the long-term trends in
tropospheric O<inline-formula><mml:math id="M10" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> observed at different altitudes. Similar biases were
found in an independent study of long-term trends involving three chemistry
climate models (Parrish et al., 2014). While identification of these
model biases is informative, correcting the deficiencies is challenging
because it is often unclear why different models perform well at certain
times and for certain places but poorly elsewhere (Young et al., 2018).
A practical solution is to perform global sensitivity analysis to identify
the parameters or processes that influence the model results most and then
to calibrate the model to estimate these parameters and their uncertainties
by comparing model predictions with measurements in a statistically rigorous
way. This provides insight into the physical processes causing model biases
that are typically unavailable from simpler approaches.</p>
      <p id="d1e207">The principal challenge with performing global sensitivity analysis and
model calibration is that they may require thousands of model runs, and this
is infeasible for a typical global CTM that may require 12–24 h to
simulate a year in high-performance computing facilities. This can be
overcome by replacing the model with a surrogate function such as a Gaussian
process emulator that is computationally much faster to run (Johnson et
al., 2018; Ryan et al., 2018; Lee et al., 2013). Sensitivity analysis and
model calibration can then be performed based on thousands of runs with the
emulator rather than the CTM. Since the first application of emulation
methods for model calibration (Kennedy and O'Hagan, 2001), these
approaches have been extended to models with highly multivariate output
(Higdon et al., 2008). Examples include an Earth system model (Wilkinson,
2010), an aerosol model (Johnson et al., 2015), an ice sheet model
(Chang et al., 2016) and a climate model (Salter et al., 2018). In
this study, we apply these approaches to models of tropospheric ozone for
the first time to demonstrate the feasibility of parameter estimation.</p>
      <p id="d1e211">We identify three issues that need to be addressed for successful
atmospheric model calibration. Firstly, global chemistry transport models
typically have grid scales of the order of 100 km, which is insufficient to
resolve spatial variability in many atmospheric constituents. Surface
measurements made at a single location may not be representative of the
spatial scales resolved in the model. These errors associated with spatial
representativeness may be important even for satellite measurements which
provide information at a 10 km scale (Boersma et al., 2016; Schultz et
al., 2017). This representation error is distinct from instrument error,
which is often relatively narrow and better understood. The effect of
representation errors was explored in a simple terrestrial carbon model by
Hill et al. (2012), who found that as these errors decreased the
accuracy of parameter estimates improved.</p>
      <p id="d1e214">Secondly, the spatial coverage of atmospheric composition measurements is
typically relatively poor, and this limits our ability to estimate
parameters accurately. Thus, it is important to explore how the spatial
coverage of measurements affects estimates of model parameters and their
associated uncertainties.</p>
      <?pagebreak page5375?><p id="d1e217">Thirdly, evaluation of atmospheric chemistry models is typically performed
for different variables independently (e.g. Stevenson et al., 2006;
Fiore et al., 2009). However, atmospheric constituents such as O<inline-formula><mml:math id="M11" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>, CO,
NO<inline-formula><mml:math id="M12" display="inline"><mml:msub><mml:mi/><mml:mi>x</mml:mi></mml:msub></mml:math></inline-formula> and volatile organic compounds (VOCs) are often closely coupled through interrelated chemical,
physical and dynamical processes. Evaluation of a model with measurements of
a single species neglects the additional process information available from
accounting for species relationships. Lee et al. (2016) highlight the
limitation of using a single observational constraint on modelled aerosol
concentrations, finding that this resulted in reduced uncertainty in
concentrations but not in the associated radiative forcing. The benefits of
using multiple constraints have been highlighted previously. For example,
Miyazaki et al. (2012) used the ensemble Kalman filter and satellite
measurements of NO<inline-formula><mml:math id="M13" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:math></inline-formula>, O<inline-formula><mml:math id="M14" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>, CO and HNO<inline-formula><mml:math id="M15" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> to constrain a CTM,
resulting in a significant reduction in model bias in NO<inline-formula><mml:math id="M16" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:math></inline-formula> column,
O<inline-formula><mml:math id="M17" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO concentrations simultaneously. Nicely et al. (2016) used
aircraft measurements of O<inline-formula><mml:math id="M18" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>, H<inline-formula><mml:math id="M19" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:math></inline-formula>O and NO to constrain a
photochemical box model and found estimates of column OH that were
12 %–40 % higher than those from unconstrained CTMs. They also found that although the CTMs simulated O<inline-formula><mml:math id="M20" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> well, they underestimated NO<inline-formula><mml:math id="M21" display="inline"><mml:msub><mml:mi/><mml:mi>x</mml:mi></mml:msub></mml:math></inline-formula> by a factor of 2, explaining the discrepancy in column OH.</p>
      <p id="d1e320">To address these gaps in knowledge, we estimate the probability
distributions of eight parameters from a CTM, given surface O<inline-formula><mml:math id="M22" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO
concentrations from the USA and Europe. We focus on model calibration with a
limited number of parameters as a proof of concept, but we show how this could
be expanded to a much wider range of parameters in future. To overcome the
excessive computational burden of running the model a large number of times,
we replace the model with a fast surrogate using Gaussian process emulation.
After evaluation of the emulator to ensure that it is an accurate
representation of the input–output relationship of the CTM, we investigate
how well the model parameters can be estimated from chemical measurement data.
We quantify the impacts of measurement representation error and spatial
coverage on the bias and uncertainty of the estimated model parameters, and we
highlight the extent to which parameter estimates can be improved using
measurements of different variables simultaneously.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T1" specific-use="star"><?xmltex \currentcnt{1}?><label>Table 1</label><caption><p id="d1e335">Model processes and associated scaling parameter ranges used in
this study.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="4">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="left"/>
     <oasis:colspec colnum="3" colname="col3" align="left"/>
     <oasis:colspec colnum="4" colname="col4" align="right"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Number</oasis:entry>
         <oasis:entry colname="col2">Model process</oasis:entry>
         <oasis:entry colname="col3">Control run value</oasis:entry>
         <oasis:entry colname="col4">Scaling parameter values</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">1</oasis:entry>
         <oasis:entry colname="col2">Global surface NO<inline-formula><mml:math id="M23" display="inline"><mml:msub><mml:mi/><mml:mi>x</mml:mi></mml:msub></mml:math></inline-formula> emissions (Tg N yr<inline-formula><mml:math id="M24" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>)</oasis:entry>
         <oasis:entry colname="col3">40</oasis:entry>
         <oasis:entry colname="col4">0.75–1.25</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">2</oasis:entry>
         <oasis:entry colname="col2">Global lightning NO emissions (Tg N yr<inline-formula><mml:math id="M25" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>)</oasis:entry>
         <oasis:entry colname="col3">5</oasis:entry>
         <oasis:entry colname="col4">0.40–1.60</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">3</oasis:entry>
         <oasis:entry colname="col2">Global isoprene emissions (Tg C yr<inline-formula><mml:math id="M26" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>)</oasis:entry>
         <oasis:entry colname="col3">500</oasis:entry>
         <oasis:entry colname="col4">0.40–1.60</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">4</oasis:entry>
         <oasis:entry colname="col2">Dry deposition rates</oasis:entry>
         <oasis:entry colname="col3">model value</oasis:entry>
         <oasis:entry colname="col4">0.40–1.60</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">5</oasis:entry>
         <oasis:entry colname="col2">Wet deposition rates</oasis:entry>
         <oasis:entry colname="col3">model value</oasis:entry>
         <oasis:entry colname="col4">0.40–1.60</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">6</oasis:entry>
         <oasis:entry colname="col2">Humidity</oasis:entry>
         <oasis:entry colname="col3">model value</oasis:entry>
         <oasis:entry colname="col4">0.80–1.20</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">7</oasis:entry>
         <oasis:entry colname="col2">Cloud optical depth</oasis:entry>
         <oasis:entry colname="col3">model value</oasis:entry>
         <oasis:entry colname="col4">0.33–3.00</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">8</oasis:entry>
         <oasis:entry colname="col2">Boundary layer mixing</oasis:entry>
         <oasis:entry colname="col3">model value</oasis:entry>
         <oasis:entry colname="col4">0.10–10.0</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

</sec>
<sec id="Ch1.S2">
  <label>2</label><title>Materials and methods</title>
<sec id="Ch1.S2.SS1">
  <label>2.1</label><title>Atmospheric chemistry transport model</title>
      <p id="d1e554">Chemistry transport models simulate the changes in concentration of a range
of atmospheric constituents (e.g. O<inline-formula><mml:math id="M27" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>, CO, NO<inline-formula><mml:math id="M28" display="inline"><mml:msub><mml:mi/><mml:mi>x</mml:mi></mml:msub></mml:math></inline-formula>, CH<inline-formula><mml:math id="M29" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">4</mml:mn></mml:msub></mml:math></inline-formula>) with time
over a specified three-dimensional domain. They represent many of the
physical and chemical processes involved, usually in a simplified form, but
a detailed understanding is often incomplete. Key processes include the
emission of trace gases into the atmosphere, photochemical reactions that
result in chemical transformations, transport by the winds, convection and
turbulence, and removal of trace gases from the atmosphere through
deposition processes. In this study, we apply the Frontier Research System
for Global Change version of the University of California, Irvine, chemical
transport model, abbreviated as the FRSGC/UCI CTM (Wild and Prather, 2000; Wild et al.,
2004). We focus on eight important processes affecting tropospheric oxidants
that were chosen based on one-at-a-time sensitivity studies with the model
(Wild, 2007) and that have been used in previous global sensitivity analyses
of tropospheric ozone burden and methane lifetime (Ryan et al., 2018; Wild
et al., 2020a). These processes include the surface emissions of nitrogen
oxides (NO<inline-formula><mml:math id="M30" display="inline"><mml:msub><mml:mi/><mml:mi>x</mml:mi></mml:msub></mml:math></inline-formula>), lightning emissions of NO, biogenic emissions of isoprene, wet and dry deposition of atmospheric constituents, atmospheric humidity, cloud optical depth, and the efficiency of turbulent mixing in the boundary layer;
see Table 1. These do not encompass all sources of uncertainty in the model,
but are broadly representative of major uncertainties across a range of
different processes. To provide a simple and easily interpretable approach
to calibration, we define a global scaling factor for each process that
spans the range of uncertainty in the process and that is applied uniformly
in space and time. These scaling factors form the parameters that we aim to
calibrate. The choices of parameters and uncertainty ranges are described in
more detail in Wild et al. (2020a). For this study, we focus on monthly-mean
surface O<inline-formula><mml:math id="M31" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO distributions at the model native grid resolution of
<inline-formula><mml:math id="M32" display="inline"><mml:mrow><mml:mn mathvariant="normal">2.8</mml:mn><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup><mml:mo>×</mml:mo><mml:mn mathvariant="normal">2.8</mml:mn><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> and compare them with observations over
North America and Europe for model calibration (Fig. 1). The model uses
meteorological driving data for 2001, a relatively typical meteorological
year without strong climate phenomena such as El Niño (Fiore et al., 2009).</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F1" specific-use="star"><?xmltex \currentcnt{1}?><?xmltex \def\figurename{Figure}?><label>Figure 1</label><caption><p id="d1e625">Annual mean surface ozone mixing ratio (in ppb) from the FRSGC/UCI
CTM showing the regions considered here and the 272 grid cells used for
model calibration.</p></caption>
          <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021-f01.png"/>

        </fig>

</sec>
<sec id="Ch1.S2.SS2">
  <label>2.2</label><?xmltex \opttitle{Surface O${}_{{3}}$ and CO data}?><title>Surface O<inline-formula><mml:math id="M33" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO data</title>
      <p id="d1e652">Ground-based observations of O<inline-formula><mml:math id="M34" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> are relatively abundant in Europe and
North America, where there are <inline-formula><mml:math id="M35" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula> 1800 individual sites that
have continuous long-term measurements of O<inline-formula><mml:math id="M36" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> (Chang et al., 2017;
Schultz et al., 2017). Measurements of CO are made at fewer locations, but
reliable long-term data are available from 57 sites that are part of the
Global Atmospheric Watch network (Schultz et al., 2015). To allow more
thorough testing of the effects of spatial coverage over these regions, we
use Copernicus Atmosphere Monitoring Service (CAMS) interim reanalysis data of surface O<inline-formula><mml:math id="M37" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO from the
European Centre for Medium-Range Weather Forecasts (ECMWF) which has been tuned to
match measurements using 4D-Var data assimilation (Flemming et al., 2017).
This reanalysis reproduces observed O<inline-formula><mml:math id="M38" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO distributions relatively
well, and biases at surface measurement stations are generally small
(Huijnen et al., 2020). The dataset also has the benefit of complete global
coverage, allowing us to test the importance of measurement coverage
directly.</p>
      <p id="d1e698">Reanalysis data for O<inline-formula><mml:math id="M39" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO are available for 2003–2015, and we
average the data by month across this period to provide a climatological
comparison. The control run of the FRSGC/UCI model matches CO from the
reanalysis data reasonably well (Fig. 2), but overestimates surface O<inline-formula><mml:math id="M40" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>.
Overestimation of O<inline-formula><mml:math id="M41" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> in continental regions has been noted in previous
studies and is partly a consequence of rapid photochemical formation from
fresh emissions that are magnified at coarse model resolution (Wild and
Prather, 2006). For this exploratory study, we bias-correct the modelled
surface O<inline-formula><mml:math id="M42" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> by reducing it by 25 %, following the approach taken by
Shindell et al. (2018), so that it matches the reanalysis data (Fig. 2a).
This adjustment accounts for the effect of chemical processes and model
resolution, which are not explored in<?pagebreak page5376?> this study, and provides a firmer
foundation for investigating the effects of other processes.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F2" specific-use="star"><?xmltex \currentcnt{2}?><?xmltex \def\figurename{Figure}?><label>Figure 2</label><caption><p id="d1e739">Monthly-mean surface O<inline-formula><mml:math id="M43" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> <bold>(a)</bold> and surface CO <bold>(b)</bold>
over Europe and North America simulated with the FRSGC/UCI CTM compared with
ECMWF reanalysis data.</p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021-f02.png"/>

        </fig>

</sec>
<sec id="Ch1.S2.SS3">
  <label>2.3</label><title>Representation error</title>
      <p id="d1e771">The “representation error” describes how well measurements made at a
single location represent a wider region at the spatial scale of the model
(<inline-formula><mml:math id="M44" display="inline"><mml:mrow><mml:mn mathvariant="normal">2.8</mml:mn><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup><mml:mo>×</mml:mo><mml:mn mathvariant="normal">2.8</mml:mn><mml:msup><mml:mi/><mml:mo>∘</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> for this study). The error may be
reduced by averaging measurements made at different stations within a model
grid box, although atmospheric measurements may be too sparse to permit this
(Lyapina et al., 2016). The representation error is sometimes taken as
the mean of the spatial standard deviation of different measurements within
a grid box (Sofen et al., 2016). However, this measure quantifies the
spatial variability of measured O<inline-formula><mml:math id="M45" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> within a grid box and may not match
the representation error.</p>
      <p id="d1e803">To test the effect of varying this representation
error on parameter estimates, we use synthetic data from the control run of the model using
parameters set to their nominal default values. Synthetic O<inline-formula><mml:math id="M46" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO
data were generated by adding different levels of representation error for
each level of spatial coverage. In mathematical terms, we write the following:
            <disp-formula id="Ch1.E1" content-type="numbered"><label>1</label><mml:math id="M47" display="block"><mml:mrow><mml:msub><mml:mtext>data</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msub><mml:mi>m</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>control</mml:mtext></mml:msub></mml:mrow></mml:mfenced><mml:mo>+</mml:mo><mml:msub><mml:mi mathvariant="italic">ε</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:msub><mml:mi mathvariant="italic">ε</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>∼</mml:mo><mml:mi>N</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:msubsup><mml:mi mathvariant="italic">σ</mml:mi><mml:mi>i</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where, for the <inline-formula><mml:math id="M48" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th point in space or time, <inline-formula><mml:math id="M49" display="inline"><mml:mrow><mml:msub><mml:mtext>data</mml:mtext><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> refers to the
synthetic data for O<inline-formula><mml:math id="M50" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> or CO, <inline-formula><mml:math id="M51" display="inline"><mml:mrow><mml:msub><mml:mi>m</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>control</mml:mtext></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> is the O<inline-formula><mml:math id="M52" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> or CO from the model control run, and <inline-formula><mml:math id="M53" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">ε</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is
generated from a Normal distribution with mean of zero and standard
deviation <inline-formula><mml:math id="M54" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> that is directly proportional to the magnitude of
<inline-formula><mml:math id="M55" display="inline"><mml:mrow><mml:msub><mml:mi>m</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>control</mml:mtext></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>. In this case, <inline-formula><mml:math id="M56" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi>p</mml:mi><mml:mo>×</mml:mo><mml:msub><mml:mi>m</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>control</mml:mtext></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M57" display="inline"><mml:mi>p</mml:mi></mml:math></inline-formula> is a scaling factor that provides a
measure of the representation error. We used the reanalysis data to estimate
<inline-formula><mml:math id="M58" display="inline"><mml:mi>p</mml:mi></mml:math></inline-formula> alongside the model parameters, and we found posterior values of <inline-formula><mml:math id="M59" display="inline"><mml:mi>p</mml:mi></mml:math></inline-formula> that were in the range 0.16–0.19. We therefore selected four values of <inline-formula><mml:math id="M60" display="inline"><mml:mi>p</mml:mi></mml:math></inline-formula> (0.01, 0.1, 0.2 and 0.3) to explore the importance of representation error when using the synthetic data.</p>
</sec>
<sec id="Ch1.S2.SS4">
  <label>2.4</label><title>Global sensitivity analysis</title>
      <p id="d1e1039">Sensitivity analysis was carried out to determine the sensitivity of the
simulated surface O<inline-formula><mml:math id="M61" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO to changes in each of the eight parameters.
This allows us to identify which of the parameters are most important in
governing surface O<inline-formula><mml:math id="M62" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3<?pagebreak page5377?></mml:mn></mml:msub></mml:math></inline-formula> and CO. We use global sensitivity analysis (GSA),
varying each input while averaging over the other inputs. This provides a
more integrated assessment of uncertainty than the traditional one-at-a-time
approach varying each input in turn while fixing the other inputs at nominal
values. We use the extended FAST method (Saltelli et al., 1999), a
common and robust approach to GSA in which the sensitivity indices are
quantified by partitioning the total variance in the model output (i.e.
modelled surface O<inline-formula><mml:math id="M63" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> or CO) into different sources of contribution from
each input. Like most sensitivity analysis methods, this approach requires
several thousand executions of the model, which would be computationally
expensive for the CTM used here. This is overcome by replacing the CTM with
a Gaussian process (GP) emulator. Further details of the implementation of
GSA are described in Ryan et al. (2018).</p>
</sec>
<sec id="Ch1.S2.SS5">
  <label>2.5</label><title>Gaussian process emulation – theory</title>
      <p id="d1e1078">We replace the CTM with a surrogate model that maps the inputs of the CTM
(the eight parameters listed in Table 1) with its outputs (surface O<inline-formula><mml:math id="M64" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>
and CO). We employ a surrogate model based on Gaussian process (GP)
emulation for three reasons. Firstly, due to the attractive mathematical
properties of a GP, the emulator needs very few runs of the computationally
expensive model to train it, typically less than 100. This is in contrast to
methods based on neural networks, which often have a large number of
parameters that necessitate thousands of training runs. Secondly, a GP
emulator is an interpolator and so predicts the output of the model with no
uncertainty at the input points it is trained at. Thirdly, it gives a
complete probability distribution, as a measure of uncertainty, for
estimates of the model output at points it is not trained at.</p>
      <p id="d1e1090">A GP is an extension of the multivariate Gaussian distribution, where
instead of a mean vector <inline-formula><mml:math id="M65" display="inline"><mml:mi mathvariant="bold-italic">μ</mml:mi></mml:math></inline-formula> and covariance matrix <inline-formula><mml:math id="M66" display="inline"><mml:mi mathvariant="bold">Σ</mml:mi></mml:math></inline-formula>, mean and
covariance functions given by <inline-formula><mml:math id="M67" display="inline"><mml:mrow><mml:mi>E</mml:mi><mml:mo>(</mml:mo><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M68" display="inline"><mml:mrow><mml:mi mathvariant="normal">cov</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> are used (Rasmussen, 2006). Here,
<inline-formula><mml:math id="M69" display="inline"><mml:mrow><mml:mi>f</mml:mi><mml:mfenced open="(" close=")"><mml:mo>⋅</mml:mo></mml:mfenced><mml:mo>:</mml:mo><mml:mi mathvariant="italic">χ</mml:mi><mml:mo>∈</mml:mo><mml:msup><mml:mi mathvariant="double-struck">R</mml:mi><mml:mi>q</mml:mi></mml:msup><mml:mo>→</mml:mo><mml:msup><mml:mi mathvariant="double-struck">R</mml:mi><mml:mrow><mml:msup><mml:mi>q</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> represents the
computationally expensive model, and <inline-formula><mml:math id="M70" display="inline"><mml:mi mathvariant="italic">χ</mml:mi></mml:math></inline-formula> denotes the input space given
by <inline-formula><mml:math id="M71" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>=</mml:mo><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi>x</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>x</mml:mi><mml:mi>q</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>∈</mml:mo><mml:msub><mml:mi mathvariant="italic">χ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>×</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>×</mml:mo><mml:msub><mml:mi mathvariant="italic">χ</mml:mi><mml:mi>q</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi mathvariant="italic">χ</mml:mi><mml:mo>⊂</mml:mo><mml:msup><mml:mi mathvariant="double-struck">R</mml:mi><mml:mi>q</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M72" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> is the number of input variables. GP emulators within a
Bayesian framework were first developed in the 1990s and early 2000s
(O'Hagan, 2006; Oakley and O'Hagan, 2004; Kennedy and O'Hagan, 2000;
Currin et al., 1991). The simplest and most common GP emulator is one where
the outputs to be emulated are scalar. Thus, if the computationally
expensive model is given by <inline-formula><mml:math id="M73" display="inline"><mml:mrow><mml:mi>f</mml:mi><mml:mfenced close=")" open="("><mml:mo>⋅</mml:mo></mml:mfenced></mml:mrow></mml:math></inline-formula>, then the
one-dimensional output <inline-formula><mml:math id="M74" display="inline"><mml:mi>y</mml:mi></mml:math></inline-formula> is calculated by <inline-formula><mml:math id="M75" display="inline"><mml:mrow><mml:mi>y</mml:mi><mml:mo>=</mml:mo><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. This
means that if the model output is multi-dimensional – e.g. a global map or a
time series – then we need to build a separate emulator for each point in
the output space. Building the emulator requires training runs from the
expensive model. In general, we choose <inline-formula><mml:math id="M76" display="inline"><mml:mi>n</mml:mi></mml:math></inline-formula> training inputs, denoted by
<inline-formula><mml:math id="M77" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>n</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, based on a space-filling design such as a maximin
Latin hypercube design (Morris and Mitchell, 1995). The number of
training points is based on the rule of thumb <inline-formula><mml:math id="M78" display="inline"><mml:mrow><mml:mi>n</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">10</mml:mn><mml:mo>×</mml:mo><mml:mi>q</mml:mi></mml:mrow></mml:math></inline-formula> (Loeppky et
al., 2012).</p>
      <?pagebreak page5378?><p id="d1e1353">Denoting the scalar outputs by <inline-formula><mml:math id="M79" display="inline"><mml:mrow><mml:msub><mml:mi>y</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mi>f</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M80" display="inline"><mml:mrow><mml:msub><mml:mi>y</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mi>f</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, …,
<inline-formula><mml:math id="M81" display="inline"><mml:mrow><mml:msub><mml:mi>y</mml:mi><mml:mi>n</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi>f</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>n</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, we then build an emulator
<inline-formula><mml:math id="M82" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mfenced open="(" close=")"><mml:mo>⋅</mml:mo></mml:mfenced></mml:mrow></mml:math></inline-formula> given by <inline-formula><mml:math id="M83" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi>y</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:mover accent="true"><mml:mi>f</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>,
where <inline-formula><mml:math id="M84" display="inline"><mml:mover accent="true"><mml:mi>y</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover></mml:math></inline-formula> is the estimated output from the emulator. If <inline-formula><mml:math id="M85" display="inline"><mml:mi mathvariant="bold-italic">x</mml:mi></mml:math></inline-formula> represents
one of the training inputs (i.e. <inline-formula><mml:math id="M86" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>≤</mml:mo><mml:mi>i</mml:mi><mml:mo>≤</mml:mo><mml:mi>n</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, then <inline-formula><mml:math id="M87" display="inline"><mml:mover accent="true"><mml:mi>y</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover></mml:math></inline-formula> is equal to the output from <inline-formula><mml:math id="M88" display="inline"><mml:mrow><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mo>⋅</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>
with no uncertainty (i.e. <inline-formula><mml:math id="M89" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi>y</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:mi>y</mml:mi></mml:mrow></mml:math></inline-formula>). If <inline-formula><mml:math id="M90" display="inline"><mml:mi mathvariant="bold-italic">x</mml:mi></mml:math></inline-formula> represents an input the
emulator is not trained at, then <inline-formula><mml:math id="M91" display="inline"><mml:mover accent="true"><mml:mi>y</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover></mml:math></inline-formula> has a probability distribution
represented by a mean function <inline-formula><mml:math id="M92" display="inline"><mml:mrow><mml:mi>m</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and a covariance function
<inline-formula><mml:math id="M93" display="inline"><mml:mrow><mml:mi>V</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M94" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> is a different input. The mean function
is given by the following:
            <disp-formula id="Ch1.E2" content-type="numbered"><label>2</label><mml:math id="M95" display="block"><mml:mrow><mml:mi>m</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>h</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mover accent="true"><mml:mi mathvariant="bold-italic">β</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover><mml:mo>+</mml:mo><mml:mi>t</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="bold">H</mml:mi><mml:mover accent="true"><mml:mi mathvariant="bold-italic">β</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M96" display="inline"><mml:mrow><mml:mi>h</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> is a <inline-formula><mml:math id="M97" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>×</mml:mo><mml:mo>(</mml:mo><mml:mi>q</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>) vector given by
<inline-formula><mml:math id="M98" display="inline"><mml:mrow><mml:mfenced close=")" open="("><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>; <inline-formula><mml:math id="M99" display="inline"><mml:mover accent="true"><mml:mi mathvariant="bold-italic">β</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover></mml:math></inline-formula> is a vector of coefficients
determined by <inline-formula><mml:math id="M100" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi mathvariant="bold-italic">β</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover><mml:mo>=</mml:mo><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold">H</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold-italic">y</mml:mi></mml:mrow></mml:math></inline-formula>; <inline-formula><mml:math id="M101" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:msup><mml:mfenced close=")" open="("><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>=</mml:mo><mml:mfenced close=")" open="("><mml:mrow><mml:mi>C</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>;</mml:mo><mml:mi mathvariant="bold-italic">ψ</mml:mi></mml:mrow></mml:mfenced><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:mi>C</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>n</mml:mi></mml:msub><mml:mo>;</mml:mo><mml:mi mathvariant="bold-italic">ψ</mml:mi></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>; and <inline-formula><mml:math id="M102" display="inline"><mml:mi mathvariant="bold">A</mml:mi></mml:math></inline-formula> is a matrix whose
elements are determined by <inline-formula><mml:math id="M103" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mi>C</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>;</mml:mo><mml:mi mathvariant="bold-italic">ψ</mml:mi></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M104" display="inline"><mml:mrow><mml:mi>y</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mfenced close="]" open="["><mml:mrow><mml:mi>f</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:mfenced><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:mi>f</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>n</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M105" display="inline"><mml:mrow><mml:mi mathvariant="bold">H</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mfenced open="[" close="]"><mml:mrow><mml:mi>h</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:mi>h</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>n</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>.
Here, <inline-formula><mml:math id="M106" display="inline"><mml:mrow><mml:mi>C</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>;</mml:mo><mml:mi mathvariant="bold-italic">ψ</mml:mi></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> is a correlation function that represents
our prior belief about how the inputs <inline-formula><mml:math id="M107" display="inline"><mml:mi mathvariant="bold-italic">x</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M108" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> are correlated. A common
choice is a Gaussian correlation function which takes the form: <inline-formula><mml:math id="M109" display="inline"><mml:mrow><mml:mi>C</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>;</mml:mo><mml:mi mathvariant="bold-italic">ψ</mml:mi></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:mi>exp⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mo>-</mml:mo><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>-</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mi mathvariant="bold">B</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>-</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M110" display="inline"><mml:mi mathvariant="bold">B</mml:mi></mml:math></inline-formula> is a <inline-formula><mml:math id="M111" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>×</mml:mo><mml:mi>p</mml:mi></mml:mrow></mml:math></inline-formula> matrix with zeros in the off-diagonals and diagonal elements given by the roughness parameters <inline-formula><mml:math id="M112" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">ψ</mml:mi><mml:mo>=</mml:mo><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">ψ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">ψ</mml:mi><mml:mi>q</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. The roughness parameters give an indication of whether the input–output relationship for each input variable, given the training data, should be linear. Low values reflect a linear (or smooth) relationship, whereas high values (e.g. <inline-formula><mml:math id="M113" display="inline"><mml:mo>&gt;</mml:mo></mml:math></inline-formula> 20) suggest a non-linear (or non-smooth) response surface. For implementation purposes, we express the correlation function as the following:
            <disp-formula id="Ch1.Ex1"><mml:math id="M114" display="block"><mml:mrow><mml:mi>C</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>;</mml:mo><mml:mi mathvariant="bold-italic">ψ</mml:mi></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:mi>q</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:munderover><mml:mi mathvariant="normal">exp</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="italic">ψ</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:msubsup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>j</mml:mi><mml:mo>′</mml:mo></mml:msubsup></mml:mrow></mml:mfenced><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where
<inline-formula><mml:math id="M115" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>=</mml:mo><mml:mo>(</mml:mo><mml:msub><mml:mi>x</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>x</mml:mi><mml:mi>q</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M116" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>=</mml:mo><mml:mo>(</mml:mo><mml:msubsup><mml:mi>x</mml:mi><mml:mn mathvariant="normal">1</mml:mn><mml:mo>′</mml:mo></mml:msubsup><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msubsup><mml:mi>x</mml:mi><mml:mi>q</mml:mi><mml:mo>′</mml:mo></mml:msubsup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>.
The formula for the covariance function <inline-formula><mml:math id="M117" display="inline"><mml:mrow><mml:mi>V</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> is given in
Appendix A.</p>
      <p id="d1e2290">A final issue to resolve is how to estimate the roughness parameter since
the posterior distribution of <inline-formula><mml:math id="M118" display="inline"><mml:mrow><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mo>⋅</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is conditional on
these emulator parameters. A Bayesian approach would be to integrate out
these emulator parameters in the formulation of the GP emulator. This would
require highly informative priors, but in most cases such informative priors
do not exist. Kennedy and O'Hagan (2001) propose using maximum likelihood to
provide a point estimate of the emulator parameters and to use these in the
formulae for the mean and covariance functions of the GP emulator. We adopt
this approach in this study.</p>
</sec>
<sec id="Ch1.S2.SS6">
  <label>2.6</label><title>Gaussian process emulation – implementation</title>
      <p id="d1e2315">Using the Loeppky rule, we choose <inline-formula><mml:math id="M119" display="inline"><mml:mrow><mml:mi>n</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">80</mml:mn></mml:mrow></mml:math></inline-formula> different training inputs for our
eight-parameter calibration study. In total, we emulate two variables
(surface O<inline-formula><mml:math id="M120" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO) over 12 months at 272 spatial locations, and so we
require 6528 different GP emulators. To estimate the model parameters, we
evaluate each of the GP emulators tens of thousands of times. Although
emulation is computationally fast, this presents a substantial computational
burden, even for more computationally efficient versions of the emulator
(Marrel et al., 2011; Roustant et al., 2012). We overcome this by
computing parts of Eq. (2) prior to these evaluations. Specifically, we
compute the vectors <inline-formula><mml:math id="M121" display="inline"><mml:mover accent="true"><mml:mi mathvariant="bold-italic">β</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover></mml:math></inline-formula>, <inline-formula><mml:math id="M122" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">m</mml:mi><mml:mtext>LP</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M123" display="inline"><mml:mi mathvariant="bold-italic">ψ</mml:mi></mml:math></inline-formula> for all points in the output space, where <inline-formula><mml:math id="M124" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">m</mml:mi><mml:mtext>LP</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> denotes
<inline-formula><mml:math id="M125" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="bold">H</mml:mi><mml:mover accent="true"><mml:mi mathvariant="bold-italic">β</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, the last part of <inline-formula><mml:math id="M126" display="inline"><mml:mrow><mml:mi>m</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> from Eq. (2). We store these three objects
as three matrices <inline-formula><mml:math id="M127" display="inline"><mml:mrow><mml:msub><mml:mover accent="true"><mml:mi mathvariant="bold-italic">β</mml:mi><mml:mo stretchy="false" mathvariant="normal">^</mml:mo></mml:mover><mml:mtext>ALL</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M128" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">m</mml:mi><mml:mtext>LP.ALL</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M129" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">ψ</mml:mi><mml:mtext>ALL</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula>.
Evaluated at a new input <inline-formula><mml:math id="M130" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula>, the mean function of the emulator
(Eq. 1) can now be expressed as the following:
            <disp-formula id="Ch1.E3" content-type="numbered"><label>3</label><mml:math id="M131" display="block"><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{9.5}{9.5}\selectfont$\displaystyle}?><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>m</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub></mml:mrow></mml:mfenced><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mi>h</mml:mi><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msub><mml:mover accent="true"><mml:mi mathvariant="bold-italic">β</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover><mml:mtext>ALL</mml:mtext></mml:msub><mml:mfenced close="]" open="["><mml:mrow><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mo>:</mml:mo></mml:mrow></mml:mfenced><mml:mo>+</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msub><mml:mi mathvariant="bold">m</mml:mi><mml:mtext>LP.ALL</mml:mtext></mml:msub><mml:mfenced close="]" open="["><mml:mrow><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mo>:</mml:mo></mml:mrow></mml:mfenced><mml:mo>;</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mfenced close="" open="("><mml:mrow><mml:mi>C</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>x</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>;</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">ψ</mml:mi><mml:mtext>ALL</mml:mtext></mml:msub><mml:mo>[</mml:mo><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mo>:</mml:mo><mml:mo>]</mml:mo></mml:mrow></mml:mfenced><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mfenced close=")" open=""><mml:mrow><mml:mi>C</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>x</mml:mi><mml:mi>n</mml:mi></mml:msub><mml:mo>;</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">ψ</mml:mi><mml:mtext>ALL</mml:mtext></mml:msub><mml:mo>[</mml:mo><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mo>:</mml:mo><mml:mo>]</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:mo>;</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable><?xmltex \hack{$\egroup}?></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M132" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula> (<inline-formula><mml:math id="M133" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>≤</mml:mo><mml:mi>i</mml:mi><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">6528</mml:mn></mml:mrow></mml:math></inline-formula>) denotes the <inline-formula><mml:math id="M134" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th point in the output space, and <inline-formula><mml:math id="M135" display="inline"><mml:mrow><mml:mo>[</mml:mo><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mo>:</mml:mo><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> refers to the <inline-formula><mml:math id="M136" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th row of each matrix. The equivalent formula for <inline-formula><mml:math id="M137" display="inline"><mml:mrow><mml:mi>V</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> is given in Appendix A.</p>
      <p id="d1e2733">To test the accuracy of GP emulation, we ran each of the 6528 emulators
at 20 sets of parameters which were not used for training the emulators. The
estimated O<inline-formula><mml:math id="M138" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO values from the emulators for all spatial locations
and months closely match the simulated O<inline-formula><mml:math id="M139" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO output from the
FRSGC/UCI model for these validation runs, with <inline-formula><mml:math id="M140" display="inline"><mml:mrow><mml:msup><mml:mi>R</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0.995</mml:mn></mml:mrow></mml:math></inline-formula>
for each variable; see Fig. 3.</p>
      <p id="d1e2769">Finally, we recognise that principal component analysis (PCA) could be used
to reduce the dimensionality of the output space and hence the number of
emulators required (Higdon et al., 2008). In a previous study we found that
a PCA–emulator hybrid approach resulted in similar performance compared to
using separate emulators for each point in the output space, and this reduced the
number of emulators required from 2000 to 40 or fewer (Ryan et al., 2018).
However, for this study, we choose an emulator-only approach, because it is
much simpler to demonstrate. Nonetheless, future emulation–calibration
studies could benefit from the computational savings of applying a
PCA–emulator hybrid approach. Other approaches for dealing with high-dimensional output are also available, such as low rank approximations
(Bayerri et al., 2007).</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F3" specific-use="star"><?xmltex \currentcnt{3}?><?xmltex \def\figurename{Figure}?><label>Figure 3</label><caption><p id="d1e2775">Simulated surface O<inline-formula><mml:math id="M141" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> <bold>(a)</bold> and surface CO <bold>(b)</bold> from
the FRSGC/UCI CTM versus those predicted from the Gaussian process
emulators. The simulated and emulated concentrations were generated using 20
sets of model parameters that were not used for training the emulators.</p></caption>
          <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021-f03.png"/>

        </fig>

</sec>
<sec id="Ch1.S2.SS7">
  <label>2.7</label><title>Parameter estimation</title>
      <p id="d1e2807">We estimate the eight model parameters using Bayesian statistics via the
software package Just Another Gibbs Sampler (Plummer, 2003). This uses
Gibbs sampling, which is an approach based on Markov Chain Monte Carlo
(MCMC) that we use to determine the multi-dimensional posterior probability
distribution of the model parameters (Gelman et al., 2013). Gibbs sampling
is an extension of the more traditional Metropolis–Hastings variant of MCMC,
and uses conditional probability to sample from the marginal distribution
when moving around the multi-dimensional parameter space.</p>
      <?pagebreak page5379?><p id="d1e2810">To find the posterior distribution, the MCMC algorithm searches the
parameter space using multiple sets of independent chains. Here, a chain
refers to a sequence of steps in the parameter space that the algorithm
takes. A new proposed parameter set in this search is accepted on two
conditions: (1) the set is consistent with the prior probability
distribution, which for our study was a set of uniform distributions with
the lower and upper bounds given by the defined ranges in Table 1; and (2) the resulting modelled values using the proposed set of parameters are
consistent with measurements, which is assessed using the following Gaussian
likelihood function:
            <disp-formula id="Ch1.E4" content-type="numbered"><label>4</label><mml:math id="M142" display="block"><mml:mrow><mml:mi>L</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:munderover><mml:mo movablelimits="false">∏</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mi>N</mml:mi></mml:munderover><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:msqrt><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:msqrt></mml:mfrac></mml:mstyle><mml:mi>exp⁡</mml:mi><mml:msup><mml:mfenced open="(" close=")"><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mfenced close=")" open="("><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:mfenced><mml:mo>-</mml:mo><mml:msub><mml:mi>m</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow><mml:mrow><mml:msubsup><mml:mi mathvariant="italic">σ</mml:mi><mml:mi>i</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M143" display="inline"><mml:mi>N</mml:mi></mml:math></inline-formula> is the number of measurements used, <inline-formula><mml:math id="M144" display="inline"><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is
the <inline-formula><mml:math id="M145" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th model output (<inline-formula><mml:math id="M146" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>≤</mml:mo><mml:mi>i</mml:mi><mml:mo>≤</mml:mo><mml:mi>N</mml:mi></mml:mrow></mml:math></inline-formula>) using the proposed parameter set
<inline-formula><mml:math id="M147" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula>, <inline-formula><mml:math id="M148" display="inline"><mml:mrow><mml:msub><mml:mi>m</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the measurement corresponding to the <inline-formula><mml:math id="M149" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th model output
and <inline-formula><mml:math id="M150" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the representation error for measurement <inline-formula><mml:math id="M151" display="inline"><mml:mrow><mml:msub><mml:mi>m</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. We
note that although separate emulators are used for each of the spatial and
temporal locations in the model output, there is still only a single
likelihood function. Hence, evaluating all of the emulators for a specific
set of values of the scaling parameters is equivalent to evaluating the CTM
once at those values of the parameters.</p>
      <p id="d1e2985">We ran three parallel chains for 10 000 iterations each. After discarding
the first half of these iterations as “burn in”, we thinned the chains by a
factor of 5 to reduce within-chain autocorrelation. Convergence was
assessed using the Brooks–Gelman–Rubin diagnostic tool (Gelman et al.,
2013). This produced 3000 independent samples from the posterior
distribution for each parameter, which we summarise using their posterior
means and 95 % credible intervals (CIs) defined by the 2.5th and
97.5th percentiles (Gelman et al., 2013). We used the R language to
code up our configuration of the MCMC algorithm.</p>
</sec>
<sec id="Ch1.S2.SS8">
  <label>2.8</label><title>Model discrepancy</title>
      <p id="d1e2996">It has been suggested that a model discrepancy term should be included when
carrying out model calibration involving Gaussian process emulators (e.g.
Kennedy and O'Hagan, 2001; Brynjarsdóttir and O'Hagan, 2014). The
discrepancy term represents the processes missing in the model. However, in
this demonstration study we have chosen not to include a discrepancy term
for two reasons. Firstly, for scenarios where we use synthetic data, no
discrepancy term is required, because the synthetic data are generated by
adding noise and spatial gaps to the emulator output for the control run.
Secondly, for scenarios involving reanalysis data, there is no simple and
defensible method to estimate the term. When performing model calibration by
applying MCMC directly, a discrepancy term would not be included. Since the
purpose of the emulator here is to estimate the output of the model for a
given set of parameter values, we argue that it is not necessary to include
a discrepancy term into the calibration formulation. However, we agree that
including such a term may be helpful in situations where there is good prior
information.</p>
      <p id="d1e2999">To investigate the importance of a discrepancy term, we repeat the
experiment to estimate the eight scaling parameters using surface ozone
reanalysis data and assuming a discrepancy term that is 10 % of the
magnitude of the observation. We find that there is almost no difference in
the marginal posterior distribution when we include the discrepancy term
compared with when we omit it (see Fig. S16 in the Supplement).
We therefore choose to omit the term for our study.</p>
</sec>
<sec id="Ch1.S2.SS9">
  <label>2.9</label><title>Experimental approach</title>
      <p id="d1e3010">We first perform a global sensitivity analysis to identify the parameters
which have the greatest influence on the two variables we consider. We then
perform parameter estimation using surface concentration data over the
regions of North America and Europe shown in Fig. 1 and focus our analysis on
the parameters which have the greatest influence. To provide a demonstration
of the approach, we first use “synthetic” measurement data drawn from the
control run of the CTM which were not used to train the emulators, adding
increasing levels of noise to represent measurement representation errors of
1 %, 10 %, 20 % and 30 % (<inline-formula><mml:math id="M152" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.01</mml:mn></mml:mrow></mml:math></inline-formula>, 0.1, 0.2 and 0.3), and varying the spatial
coverage of these measurements over the regions considered over a wide
range: 2.5 %, 5 %, 10 %, 20 %, 40 % and 100 %. We focus on surface O<inline-formula><mml:math id="M153" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> only,
surface CO only and then both variables together. We then use the reanalysis
data to represent the measurements, focussing on the effects of spatial
coverage alone and estimating the representation error <inline-formula><mml:math id="M154" display="inline"><mml:mi>p</mml:mi></mml:math></inline-formula> from this
independent dataset. The 90 different scenarios we consider are summarised
in Table 2. We discuss the implication of these results and the limitations
of considering a simple eight-parameter system rather than all sources of
model uncertainty in Sect. 4.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T2" specific-use="star"><?xmltex \currentcnt{2}?><label>Table 2</label><caption><p id="d1e3044">Summary of the 90 different MCMC scenarios carried out for this
study. The scenarios involved varying (i) the type of data (synthetic or
reanalysis); (ii) the representation error used for the synthetic data (<inline-formula><mml:math id="M155" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>,
where <inline-formula><mml:math id="M156" display="inline"><mml:mrow><mml:msub><mml:mi>m</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>control</mml:mtext></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> is the control run output of the CTM,
and <inline-formula><mml:math id="M157" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the amount of statistical noise added; (iii) the
percentage coverage of grid squares in the USA and Europe. For the synthetic
data, the 24 scenarios correspond to a full factorial combination of four
levels of representation error and six levels of spatial coverage, while for
the reanalysis data the six scenarios correspond to the six levels of
spatial coverage.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="4">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="left"/>
     <oasis:colspec colnum="3" colname="col3" align="left"/>
     <oasis:colspec colnum="4" colname="col4" align="left"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Scenarios</oasis:entry>
         <oasis:entry colname="col2">Dataset</oasis:entry>
         <oasis:entry colname="col3">Representation error, <inline-formula><mml:math id="M158" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi>p</mml:mi><mml:mo>×</mml:mo><mml:msub><mml:mi>m</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>control</mml:mtext></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col4">Spatial coverage</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">1–24</oasis:entry>
         <oasis:entry colname="col2">Synthetic O<inline-formula><mml:math id="M159" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3">0.01, 0.1, 0.2, 0.3</oasis:entry>
         <oasis:entry colname="col4">2.5 %, 5 %, 10 %, 20 %, 40 %, 100 %</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">25–48</oasis:entry>
         <oasis:entry colname="col2">Synthetic CO</oasis:entry>
         <oasis:entry colname="col3">0.01, 0.1, 0.2, 0.3</oasis:entry>
         <oasis:entry colname="col4">2.5 %, 5 %, 10 %, 20 %, 40 %, 100 %</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">49–72</oasis:entry>
         <oasis:entry colname="col2">Synthetic O<inline-formula><mml:math id="M160" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO</oasis:entry>
         <oasis:entry colname="col3">0.01, 0.1, 0.2, 0.3</oasis:entry>
         <oasis:entry colname="col4">2.5 %, 5 %, 10 %, 20 %, 40 %, 100 %</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">73–78</oasis:entry>
         <oasis:entry colname="col2">Reanalysis data (O<inline-formula><mml:math id="M161" display="inline"><mml:mrow><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3">Parameter to be estimated</oasis:entry>
         <oasis:entry colname="col4">2.5 %, 5 %, 10 %, 20 %, 40 %, 100 %</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">79–84</oasis:entry>
         <oasis:entry colname="col2">Reanalysis data (CO)</oasis:entry>
         <oasis:entry colname="col3">Parameter to be estimated</oasis:entry>
         <oasis:entry colname="col4">2.5 %, 5 %, 10 %, 20 %, 40 %, 100 %</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">85–90</oasis:entry>
         <oasis:entry colname="col2">Reanalysis data (O<inline-formula><mml:math id="M162" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO)</oasis:entry>
         <oasis:entry colname="col3">Parameter to be estimated</oasis:entry>
         <oasis:entry colname="col4">2.5 %, 5 %, 10 %, 20 %, 40 %, 100 %</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

      <?xmltex \floatpos{t}?><fig id="Ch1.F4" specific-use="star"><?xmltex \currentcnt{4}?><?xmltex \def\figurename{Figure}?><label>Figure 4</label><caption><p id="d1e3283">Sensitivity indices representing the percentage of the variance in
surface O<inline-formula><mml:math id="M163" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO over the USA and Europe in the FRSGC/UCI model output
due to changes in the scaling parameter associated with each of the eight model processes (Table 1).</p></caption>
          <?xmltex \igopts{width=398.338583pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021-f04.png"/>

        </fig>

<?xmltex \hack{\newpage}?>
</sec>
</sec>
<?pagebreak page5380?><sec id="Ch1.S3">
  <label>3</label><title>Results</title>
<sec id="Ch1.S3.SS1">
  <label>3.1</label><title>Global sensitivity analysis</title>
      <p id="d1e3319">Results from global sensitivity analysis reveal that over the continental
regions of Europe and North America considered here the simulated monthly-mean concentrations of surface O<inline-formula><mml:math id="M164" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> are most sensitive to dry deposition
and, to a lesser extent, to isoprene emissions (Fig. 4). This is not
unexpected, given the importance of direct deposition of ozone to the
Earth's surface, and the role of isoprene as a natural source of ozone in
continental regions. The simulated surface CO is most sensitive to isoprene
emissions, which represent a source of CO, and to boundary layer mixing,
which influences the transport of CO from polluted emission regions. We thus
identify the scaling parameters corresponding to dry deposition, isoprene
emissions and boundary layer mixing as the most important of the eight
considered here to estimate accurately to reduce the bias in modelled
surface O<inline-formula><mml:math id="M165" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO. For completeness, we show the geographical
distribution of sensitivity indices in Figs. 5 and 6, which reveal the
importance of humidity in governing O<inline-formula><mml:math id="M166" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> over oceanic regions and
highlight the very different responses of surface O<inline-formula><mml:math id="M167" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO to the
major driving processes.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F5" specific-use="star"><?xmltex \currentcnt{5}?><?xmltex \def\figurename{Figure}?><label>Figure 5</label><caption><p id="d1e3360">Sensitivity indices representing the percentage of the variance in
surface O<inline-formula><mml:math id="M168" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> in the FRSGC/UCI model output due to changes in each input
parameter. The four parameters displayed here have the highest sensitivity
indices and the largest effect on simulated surface O<inline-formula><mml:math id="M169" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>. Maps of
sensitivity indices corresponding to the other four parameters are shown in
Fig. S2 of the Supplement.</p></caption>
          <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021-f05.png"/>

        </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F6" specific-use="star"><?xmltex \currentcnt{6}?><?xmltex \def\figurename{Figure}?><label>Figure 6</label><caption><p id="d1e3389">Sensitivity indices representing the percentage of the variance in
surface CO in the FRSGC/UCI model output due to changes in each input
parameter. Maps of sensitivity indices for the other four parameters are
shown in Fig. S3 of the Supplement.</p></caption>
          <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021-f06.png"/>

        </fig>

</sec>
<sec id="Ch1.S3.SS2">
  <label>3.2</label><title>Estimation of scaling parameters using synthetic data</title>
      <?pagebreak page5381?><p id="d1e3406">We next use synthetic observation data to calibrate the model and estimate
scaling parameters. For synthetic data, we use the model control run with a
specified level of representation error (Table 2), and the default model
parameters define the true scaling that we aim to retrieve. Prescribing
surface O<inline-formula><mml:math id="M170" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> with very little error (<inline-formula><mml:math id="M171" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.01</mml:mn></mml:mrow></mml:math></inline-formula>) gives an estimate of the
dry deposition scaling parameter, which has the largest influence on
modelled surface O<inline-formula><mml:math id="M172" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>, close to its true value and the uncertainty is
small even when the spatial coverage of measurements is only 2.5 % (Fig. 7, column 1). As the representation error is increased to <inline-formula><mml:math id="M173" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.1</mml:mn></mml:mrow></mml:math></inline-formula>, the
parameter uncertainty is larger at low spatial coverage, but the mean
estimate remains unbiased (Fig. 7, column 2). The uncertainty at all levels
of spatial coverage becomes larger as <inline-formula><mml:math id="M174" display="inline"><mml:mi>p</mml:mi></mml:math></inline-formula> increases to 0.2 and 0.3, but the
means remain very close to the true values (Fig. 7, columns 3 and 4).
Surface CO is largely unaffected by dry deposition and thus provides very
little constraint on the scaling parameter. The effect of prescribing
surface CO and O<inline-formula><mml:math id="M175" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> together is very similar to that of using surface
O<inline-formula><mml:math id="M176" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> alone.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F7" specific-use="star"><?xmltex \currentcnt{7}?><?xmltex \def\figurename{Figure}?><label>Figure 7</label><caption><p id="d1e3479">Means and 95 % credible intervals of 3000 samples of the dry
deposition scaling parameter from posterior distributions using the MCMC
algorithm based on synthetic datasets from scenarios 1–72 (Table 1).
<italic>Control</italic> refers to the FRSGC/UCI model control run surface concentration for each
output point.</p></caption>
          <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021-f07.png"/>

        </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F8" specific-use="star"><?xmltex \currentcnt{8}?><?xmltex \def\figurename{Figure}?><label>Figure 8</label><caption><p id="d1e3493">Means and 95 % credible intervals of 3000 samples of the
isoprene emission scaling parameter from posterior distributions using the
MCMC algorithm based on synthetic datasets from scenarios 1–72 (Table 1).
<italic>Control</italic> refers to the FRSGC/UCI model control run surface concentration for each
output point.</p></caption>
          <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021-f08.png"/>

        </fig>

      <p id="d1e3506">Using surface CO alone with very little representation error (<inline-formula><mml:math id="M177" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.01</mml:mn></mml:mrow></mml:math></inline-formula>),
the mean estimate of the isoprene emission scaling parameter is equal to the
true value with very little uncertainty, regardless of the spatial coverage
(Fig. 8, column 1). When the representation error is increased to <inline-formula><mml:math id="M178" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.1</mml:mn></mml:mrow></mml:math></inline-formula>,
the estimate remains very close to the true value, but the uncertainty is
substantially higher at low spatial coverage (2.5 % and 5 %) than at
higher coverage (40 % and 100 %) (Fig. 8, column 2). The estimates
deviate further from the truth at higher levels of representation error (<inline-formula><mml:math id="M179" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.2</mml:mn></mml:mrow></mml:math></inline-formula> and 0.3) and the uncertainty is greater (Fig. 8, columns 3 and 4).
Estimates of the isoprene scaling parameter are less accurate than those of
the dry deposition scaling parameter, as the posterior means are further from
the true value of the parameter, and the uncertainty intervals are wider
(Fig. 8 vs. Fig. 7). As with our findings for dry deposition, the posterior
means and the<?pagebreak page5382?> lengths of the uncertainty intervals for the isoprene scaling
parameter remain relatively unchanged when surface O<inline-formula><mml:math id="M180" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> data are
prescribed at the same time.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F9" specific-use="star"><?xmltex \currentcnt{9}?><?xmltex \def\figurename{Figure}?><label>Figure 9</label><caption><p id="d1e3556">Means and 95 % credible intervals of 3000 samples of the
Boundary layer mixing scaling parameter from posterior distributions using
the MCMC algorithm based on synthetic datasets from scenarios 1–72 (Table 1). <italic>Control</italic> refers to the FRSGC/UCI model control run surface concentration at each
output point. The scaling parameter values are given here on a log<inline-formula><mml:math id="M181" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">10</mml:mn></mml:msub></mml:math></inline-formula>
scale.</p></caption>
          <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021-f09.png"/>

        </fig>

      <p id="d1e3577">Our findings for the boundary layer mixing scaling parameter follow a
similar pattern to the other two parameters (Fig. 9). In all combinations of
representation error and spatial coverage, we find that the mean estimates
are unbiased. Furthermore, we find that the parameter uncertainty is
significantly smaller when the spatial coverage is 10 % or higher when <inline-formula><mml:math id="M182" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.1</mml:mn></mml:mrow></mml:math></inline-formula>, 20 % or higher when <inline-formula><mml:math id="M183" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.2</mml:mn></mml:mrow></mml:math></inline-formula>, and 40 % or higher when <inline-formula><mml:math id="M184" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.3</mml:mn></mml:mrow></mml:math></inline-formula>
(Fig. 9, Table 2). It is clear from these results that the scalings for
these three model parameters can be successfully estimated from synthetic
data with low uncertainty when the representation error is low and that<?pagebreak page5383?> the
estimates remain good, albeit with higher uncertainty, at higher
representation error if the spatial coverage is relatively good.</p>
</sec>
<sec id="Ch1.S3.SS3">
  <label>3.3</label><title>Estimation of scaling parameters using reanalysis data</title>
      <p id="d1e3624">We consider next the CAMS interim reanalysis data for surface O<inline-formula><mml:math id="M185" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO,
which are based on assimilated concentrations from the ECMWF model and are
thus independent of the FRSGC/UCI model. The reanalysis is representative of
similar spatial scales to the FRSGC/UCI model; thus, we ignore the
representation error and vary the spatial coverage only. However, we are
able to estimate the representation error factor <inline-formula><mml:math id="M186" display="inline"><mml:mi>p</mml:mi></mml:math></inline-formula> by treating it as a
parameter to estimate. With 100 % spatial coverage, this error term is
estimated with the MCMC algorithm to be <inline-formula><mml:math id="M187" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.168</mml:mn><mml:mo>±</mml:mo><mml:mn mathvariant="normal">0.004</mml:mn></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M188" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.191</mml:mn><mml:mo>±</mml:mo><mml:mn mathvariant="normal">0.005</mml:mn></mml:mrow></mml:math></inline-formula> for surface O<inline-formula><mml:math id="M189" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO, respectively. Although we do
not know the true values of the parameters in this case, the good agreement
between the control run of the FRSGC/UCI model and the reanalysis data
suggests that they lie close to their true values.</p>
      <p id="d1e3684">Using the reanalysis data for surface O<inline-formula><mml:math id="M190" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> alone, we find that the
posterior means and uncertainty for the dry deposition parameter are in the
upper half of the range defined, indicating that the real dry deposition
flux is greater than that calculated with the FRSGC/UCI model. This is
largely as expected, as the FRSGC/UCI model overestimates surface O<inline-formula><mml:math id="M191" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> at
these continental sites and greater deposition would bring the model into
better agreement with the reanalysis. As the spatial coverage is increased,
the estimate of the scaling factor increases to around 1.4, and the
uncertainty is reduced (Fig. 10a). In contrast, using surface O<inline-formula><mml:math id="M192" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO
together results in an estimate closer to 1 and an additional reduction in
uncertainty (Fig. 10g). Inclusion of surface CO measurements, as an
additional constraint to surface O<inline-formula><mml:math id="M193" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>, results in an estimate of the dry
deposition parameter closer to that modelled.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F10" specific-use="star"><?xmltex \currentcnt{10}?><?xmltex \def\figurename{Figure}?><label>Figure 10</label><caption><p id="d1e3725">Means and 95 % credible intervals of 3000 samples of the dry
deposition, isoprene and boundary layer mixing scaling parameters from
posterior distributions using the MCMC algorithm based on reanalysis
datasets from scenarios 73–90 (Table 1). The first and second rows show
these parameters estimated using one stream of data (O<inline-formula><mml:math id="M194" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> for the first
row and CO for the second row), while the third row shows estimates using
two data streams (O<inline-formula><mml:math id="M195" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO).</p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021-f10.png"/>

        </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F11" specific-use="star"><?xmltex \currentcnt{11}?><?xmltex \def\figurename{Figure}?><label>Figure 11</label><caption><p id="d1e3755">Emulator predictions of surface O<inline-formula><mml:math id="M196" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>, evaluated at values of
the scaling parameters sampled from the prior distribution <bold>(a)</bold> and
posterior distribution <bold>(b)</bold>, showing the effects of calibration. In panel <bold>(b)</bold>, the outputs correspond to the scenario where the calibration
involved synthetic O<inline-formula><mml:math id="M197" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> data, a representation error of <inline-formula><mml:math id="M198" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.2</mml:mn><mml:mspace linebreak="nobreak" width="0.125em"/></mml:mrow></mml:math></inline-formula>and a
spatial coverage of 20 % (Table 2). The predictions shown here are carried
out for all model grid boxes, i.e. 100 % spatial coverage.</p></caption>
          <?xmltex \igopts{width=398.338583pt}?><graphic xlink:href="https://gmd.copernicus.org/articles/14/5373/2021/gmd-14-5373-2021-f11.png"/>

        </fig>

      <p id="d1e3805">Using surface CO alone, estimates of the isoprene scaling parameter lie in
the central part of the defined range, whilst estimates of the boundary
layer mixing scaling parameter lie in the upper half of the defined range
(Fig. 10e, f). For both parameters, increasing the spatial coverage leads to a reduction in uncertainty. Unlike for dry deposition, inclusion of surface
O<inline-formula><mml:math id="M199" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> when estimating either of these parameters results in very little
difference in the magnitude of the estimate or in the associated uncertainty
(Fig. 10e vs. 10h; Fig. 10f vs. 10i).</p>
</sec>
<sec id="Ch1.S3.SS4">
  <label>3.4</label><?xmltex \opttitle{Evaluation of surface O${}_{{3}}$ following calibration}?><title>Evaluation of surface O<inline-formula><mml:math id="M200" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> following calibration</title>
      <p id="d1e3835">We demonstrate the benefit of the calibration by evaluating the emulators
using the values of the scaling parameters sampled from the prior and
posterior distributions. As an example, we show surface O<inline-formula><mml:math id="M201" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> before and
after calibration using the calibration runs involving synthetic data at
20 % spatial coverage and a representation error of <inline-formula><mml:math id="M202" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.2</mml:mn></mml:mrow></mml:math></inline-formula> (Fig. 11).
Despite the calibration involving only 20 % spatial coverage, we apply the resulting parameter values to all grid squares. We can clearly see that the prior surface O<inline-formula><mml:math id="M203" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> concentrations are unbiased but have large
uncertainty, especially at high values. In contrast the calibrated O<inline-formula><mml:math id="M204" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>
concentrations have a small uncertainty, demonstrating that even with 20 % spatial<?pagebreak page5384?> coverage in the calibration data we are able to achieve improved predictions for all model grid boxes.</p>
</sec>
</sec>
<sec id="Ch1.S4">
  <label>4</label><title>Discussion</title>
<sec id="Ch1.S4.SS1">
  <label>4.1</label><title>Representation error</title>
      <p id="d1e3893">Our results show the impact of the size of the representation error on the
accuracy of estimated model parameters. The parametric uncertainty (i.e. the
size of the credible intervals in Figs. 7–9) increases at an approximately
linear rate as the representation error increases from <inline-formula><mml:math id="M205" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.01</mml:mn></mml:mrow></mml:math></inline-formula> to <inline-formula><mml:math id="M206" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.3</mml:mn></mml:mrow></mml:math></inline-formula>. This is consistent with Hill et al. (2012), who estimated the
parameters and uncertainties of a simple terrestrial carbon model under
varying levels of measurement error.</p>
      <p id="d1e3920">For the reanalysis data, we treat the representation error as a parameter
for the MCMC algorithm to estimate along with the eight model parameters.
This is possible because we assume that the measured value of O<inline-formula><mml:math id="M207" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> is
proportional to the simulated value from a forward run of the FRSGC/UCI
model, although such an assumption may not be possible in other situations.
An alternative approach to estimate the<?pagebreak page5385?> representation error would be to
carry out an intensive measurement campaign to determine whether the average
O<inline-formula><mml:math id="M208" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> from different measuring stations within a grid square is
representative of the true average. Satellite products of the terrestrial
biosphere are checked for accuracy using this type of approach (De Kauwe
et al., 2011). Although measurement campaigns at these large spatial and
temporal scales would be challenging and costly, they may not need to
continue for long periods of time since we might expect representation error
to decrease as the temporal scale increases (Schutgens et al., 2016).</p>
</sec>
<sec id="Ch1.S4.SS2">
  <label>4.2</label><title>Spatial coverage</title>
      <p id="d1e3949">We find that as the volume of measurements increase, the estimates of the
model parameters are closer to the truth, and the width of the credible
intervals decrease. This is particularly clear for the dry deposition and
isoprene emission scaling parameters when using both O<inline-formula><mml:math id="M209" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO
concentrations (Figs. 8 and 9). While this highlights the value of good
spatial coverage, we note that the benefits are greatly reduced if the
representation error is relatively high. For the boundary layer mixing
parameter, we find little decrease in the credible intervals using synthetic
CO data with the highest representation error (<inline-formula><mml:math id="M210" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.3</mml:mn></mml:mrow></mml:math></inline-formula>), where the spatial
coverage is less than 20 % (Fig. 9, row 2). In contrast, at the <inline-formula><mml:math id="M211" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.1</mml:mn></mml:mrow></mml:math></inline-formula>
level, a large decrease in uncertainty is seen between the 2.5 % and
20 % coverage. Similar effects are seen, to a lesser extent, for the dry
deposition and isoprene scaling parameters as the spatial coverage
increases.</p>
      <p id="d1e3985">Our results using synthetic data show that while the size of the uncertainty
intervals varies substantially depending on the spatial coverage or
representation error, the posterior means are for the most part very close
to the true values. Deviation from these typically occurs when the
measurements contain less information either due to low spatial coverage or
high representation error. However, the uncertainty intervals include the
true values of the parameters for all the experimental scenarios considered
here, unlike in Hill et al. (2012). This gives strong confidence in the
reliability of the MCMC method used to estimate the parameters.</p>
</sec>
<sec id="Ch1.S4.SS3">
  <label>4.3</label><title>Applying multiple constraints</title>
      <p id="d1e3996">The importance of multiple constraints was most apparent for scenarios
involving the reanalysis data. For the dry deposition scaling parameter, which explains
much of the variance in surface O<inline-formula><mml:math id="M212" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> (Fig. 4), we found that using
O<inline-formula><mml:math id="M213" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> data alone results in mean estimates that are in the upper half of
the range of possible values (Fig. 10a). However, including CO data brought
the mean estimates into the central part of the range where we would expect
the true value to lie (Fig. 10g). This is remarkable given that dry
deposition is not an important process for controlling CO, and highlights
the coupling between processes that permits constraints on one process from
one variable to influence those on another. However, it is consistent with
previous studies exploring the uncertainty in estimates of key parameters in
an aerosol–chemistry–climate model (Johnson et al., 2018). For the
isoprene emission and boundary layer mixing scaling parameters, there was
little difference in the mean estimates or the size of the uncertainty
intervals when using O<inline-formula><mml:math id="M214" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO together rather than a single
constraint. This reveals that the importance of using multiple constraints
is dependent on the process and on the variable constrained. A judicious
choice of these could allow a particular process to be targeted.</p>
      <p id="d1e4026">Overall, our estimates of the dry deposition and isoprene emission scaling
parameters are close to a priori values from the FRSGC/UCI CTM, with respect
to the independent reanalysis data. In contrast, our estimates of the
boundary layer mixing scaling parameter are substantially larger than those
from the model, suggesting that this process is not represented well in the
model or that other processes not considered here may be influencing the
result.</p>
</sec>
<sec id="Ch1.S4.SS4">
  <label>4.4</label><title>Towards constraint with real surface measurements </title>
      <p id="d1e4037">Our results have demonstrated the feasibility of using measurement data to
constrain model parameters under the right conditions. We have chosen to use
synthetic data as they have allowed us to vary the spatial coverage and to
investigate the effects of representation error which is poorly
characterised when using real measurements data. Quantifying this type of
error for real measurements is difficult because measurement sites are
relatively sparse and are often representative of a limited area rather than
the larger area typical of a model grid square. However, this study has
allowed us to estimate the representation error associated with the
reanalysis data, and in the absence of more information, these values could
be used as a guide when applying surface measurements as a constraint.</p>
      <p id="d1e4040">The reanalysis data provide a more critical test, as they are independent of
the FRSGC/UCI CTM used here. Although we do not know the true values of the
scaling parameters, we expect them to lie close to those used in the control
run given the relatively good agreement for O<inline-formula><mml:math id="M215" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO concentrations.
For the dry deposition parameter, we expect scaling values to be close to 1,
but using surface O<inline-formula><mml:math id="M216" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> reanalysis data alone, we found posterior mean
scaling parameters approaching 1.4, with credible intervals that did not
include 1 (Fig. 10a). This likely reflects overestimation of surface O<inline-formula><mml:math id="M217" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>
in continental regions in the CTM and may reflect uncertainties and biases
in other processes not considered here, most notably in the chemical
formation and destruction of O<inline-formula><mml:math id="M218" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and in model transport processes. In
the absence of consideration of the uncertainty in these processes in this
feasibility study, the dry deposition parameter is used as a proxy process
to reduce O<inline-formula><mml:math id="M219" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> concentrations. This is an example of equifinality, where
different sets of parameters can result in model predictions<?pagebreak page5386?> that give
equally good agreement with observations (Beven et al., 2001). Applying
simultaneous constraints to CO goes some way to addressing this but does
not remove the problem. Before applying real surface measurements to
constrain the CTM, we propose a more comprehensive assessment of model
uncertainties with a wider range of parameters, so the constraints can
more directly inform process understanding and model development.</p>
</sec>
</sec>
<sec id="Ch1.S5" sec-type="conclusions">
  <label>5</label><title>Conclusion</title>
      <p id="d1e4098">We have demonstrated the use of surface O<inline-formula><mml:math id="M220" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO concentrations to
constrain a global atmospheric chemical transport model and generate
accurate and robust estimates of model parameters. This would normally be
prohibitive for such a model given that thousands of model runs are
required. Our approach is to replace the CTM with a surrogate model using
Gaussian process emulation and then estimate the parameters using the
emulator in place of the CTM. In this feasibility study we have shown that
surface O<inline-formula><mml:math id="M221" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> has a large sensitivity to dry deposition and that surface
CO is most sensitive to isoprene emissions and boundary layer mixing
processes, as expected. We find that estimates of the scaling parameters for
these processes are dependent on the spatial coverage and representation
error of the surface O<inline-formula><mml:math id="M222" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO data. Our parameter estimates become
less uncertain as coverage increases and as the representation error
decreases, whilst remaining unbiased. Furthermore, we show that using two
separate data constraints, in this case surface O<inline-formula><mml:math id="M223" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO, instead of a
single one can result in mean parameter estimates that are much closer to
their likely true values. However, this is dependent on the processes
considered and constraints applied, and while it is effective for dry
deposition here, we find relatively little improvement in the estimates or
uncertainties for isoprene emission or boundary layer mixing processes that
are also considered here.</p>
      <p id="d1e4137"><?xmltex \hack{\newpage}?>The approach we adopt here provides a means of constraining atmospheric
models with observations and identifying sources of model error at a process
level. Our results based on the independent reanalysis data suggest that dry
deposition and isoprene emissions are represented relatively well in the
FRSGC/UCI CTM but that boundary layer mixing processes may be somewhat
underestimated. However, we have explored the effect of only eight
parameters in this study, and consideration of a more complete set of
processes, including those governing photochemistry and dynamics, is needed
to generate more realistic constraints for key pollutants such as O<inline-formula><mml:math id="M224" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula>.
We aim to expand this study to investigate a more extensive range of
parameters and processes and to constrain with a wider range of observation
data. The emulator-based approach for estimating parameters that we have
successfully demonstrated here can be applied to any model where evaluating
the model the required number of times is too computationally demanding.</p><?xmltex \hack{\clearpage}?>
</sec>

      
      </body>
    <back><app-group>

<?pagebreak page5387?><app id="App1.Ch1.S1">
  <?xmltex \currentcnt{A}?><label>Appendix A</label><title/>
      <p id="d1e4161">The formula for the covariance function <inline-formula><mml:math id="M225" display="inline"><mml:mrow><mml:mi>V</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> from
Sect. 2.2 is given by:
          <disp-formula id="App1.Ch1.S1.Ex1"><mml:math id="M226" display="block"><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mi>V</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfenced><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:msup><mml:mi mathvariant="italic">σ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mfenced open="[" close=""><mml:mrow><mml:mi>C</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>;</mml:mo><mml:mi mathvariant="bold-italic">ψ</mml:mi></mml:mrow></mml:mfenced><mml:mo>-</mml:mo><mml:mi>t</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi>t</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>+</mml:mo><mml:mfenced close=")" open="("><mml:mrow><mml:mi>h</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mi>t</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold">H</mml:mi></mml:mrow></mml:mfenced><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold">H</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mfenced open="" close="]"><mml:mrow><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mi>h</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mi>t</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold">H</mml:mi></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
        where
          <disp-formula id="App1.Ch1.S1.Ex2"><mml:math id="M227" display="block"><mml:mrow><mml:msup><mml:mi mathvariant="italic">σ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mo>-</mml:mo><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold">H</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="bold-italic">y</mml:mi></mml:mrow><mml:mrow><mml:mi>n</mml:mi><mml:mo>-</mml:mo><mml:mi>q</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
        To compute the variance or uncertainty of a prediction <inline-formula><mml:math id="M228" display="inline"><mml:mi>x</mml:mi></mml:math></inline-formula>, we use the
formula for <inline-formula><mml:math id="M229" display="inline"><mml:mrow><mml:mi>V</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> with
<inline-formula><mml:math id="M230" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>=</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:math></inline-formula>, which results in <inline-formula><mml:math id="M231" display="inline"><mml:mrow><mml:mi>C</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>;</mml:mo><mml:mi mathvariant="bold-italic">ψ</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>. Since we need to
evaluate a large number of emulators for each MCMC iteration step (because
we have a separate emulator for every dimension of the model output), it is
more computationally efficient to compute the parts of the above formula
prior to using the emulator. Hence, the above formula can be replaced with
          <disp-formula id="App1.Ch1.S1.Ex3"><mml:math id="M232" display="block"><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>V</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub></mml:mrow></mml:mfenced><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">σ</mml:mi><mml:mtext>ALL</mml:mtext><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup><mml:mo>[</mml:mo><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>]</mml:mo><mml:mfenced open="[" close=""><mml:mfenced close="" open="("><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:msub><mml:mi>t</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>+</mml:mo><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>h</mml:mi><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mi>t</mml:mi><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mfenced open="" close="]"><mml:mrow><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mi>h</mml:mi><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:mo>+</mml:mo><mml:mi>t</mml:mi><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mtext>new</mml:mtext></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
        where
<list list-type="bullet"><list-item>
      <p id="d1e4743"><inline-formula><mml:math id="M233" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula> (<inline-formula><mml:math id="M234" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>≤</mml:mo><mml:mi>i</mml:mi><mml:mo>≤</mml:mo><mml:mi>r</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> denoted the <inline-formula><mml:math id="M235" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th point in the <inline-formula><mml:math id="M236" display="inline"><mml:mi>r</mml:mi></mml:math></inline-formula>-dimensional simulator output.
<?xmltex \hack{\newpage}?></p></list-item><list-item>
      <p id="d1e4786"><inline-formula><mml:math id="M237" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">σ</mml:mi><mml:mtext>ALL</mml:mtext><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:math></inline-formula> is a <inline-formula><mml:math id="M238" display="inline"><mml:mrow><mml:mi>r</mml:mi><mml:mo>×</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> vector that stores the values of <inline-formula><mml:math id="M239" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">σ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> for all <inline-formula><mml:math id="M240" display="inline"><mml:mi>r</mml:mi></mml:math></inline-formula> outputs.</p></list-item><list-item>
      <p id="d1e4832"><inline-formula><mml:math id="M241" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is the <inline-formula><mml:math id="M242" display="inline"><mml:mrow><mml:mi>n</mml:mi><mml:mo>×</mml:mo><mml:mi>n</mml:mi></mml:mrow></mml:math></inline-formula> matrix <inline-formula><mml:math id="M243" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>
corresponding to the <inline-formula><mml:math id="M244" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th point in the simulator's output. It is stored as the <inline-formula><mml:math id="M245" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th block of the <inline-formula><mml:math id="M246" display="inline"><mml:mrow><mml:msub><mml:mi>n</mml:mi><mml:mi>r</mml:mi></mml:msub><mml:mo>×</mml:mo><mml:mi>n</mml:mi></mml:mrow></mml:math></inline-formula> matrix <inline-formula><mml:math id="M247" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> defined by<disp-formula id="App1.Ch1.S1.Ex4"><mml:math id="M248" display="block"><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mfenced open="(" close=")"><mml:mtable class="array" columnalign="center"><mml:mtr><mml:mtd><mml:mtable class="array" columnalign="center"><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mi mathvariant="normal">⋮</mml:mi></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mi>r</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula></p></list-item><list-item>
      <p id="d1e4980"><inline-formula><mml:math id="M249" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is the <inline-formula><mml:math id="M250" display="inline"><mml:mrow><mml:mi>n</mml:mi><mml:mo>×</mml:mo><mml:mi>q</mml:mi></mml:mrow></mml:math></inline-formula> matrix <inline-formula><mml:math id="M251" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold">H</mml:mi></mml:mrow></mml:math></inline-formula>
corresponding to the <inline-formula><mml:math id="M252" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th point in the simulator's output. It is stored as the <inline-formula><mml:math id="M253" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th block of the <inline-formula><mml:math id="M254" display="inline"><mml:mrow><mml:msub><mml:mi>n</mml:mi><mml:mi>r</mml:mi></mml:msub><mml:mo>×</mml:mo><mml:mi>q</mml:mi></mml:mrow></mml:math></inline-formula> matrix <inline-formula><mml:math id="M255" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> defined by<disp-formula id="App1.Ch1.S1.Ex5"><mml:math id="M256" display="block"><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mfenced open="(" close=")"><mml:mtable class="array" columnalign="center"><mml:mtr><mml:mtd><mml:mtable class="array" columnalign="center"><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mi mathvariant="normal">⋮</mml:mi></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mi>r</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula></p></list-item><list-item>
      <p id="d1e5130"><inline-formula><mml:math id="M257" display="inline"><mml:mrow><mml:msub><mml:mi>V</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is the <inline-formula><mml:math id="M258" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mo>×</mml:mo><mml:mi>q</mml:mi></mml:mrow></mml:math></inline-formula> matrix <inline-formula><mml:math id="M259" display="inline"><mml:mrow><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">H</mml:mi><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">A</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mi mathvariant="bold">H</mml:mi></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> corresponding
to the <inline-formula><mml:math id="M260" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th point in the simulator's output. It is stored as the <inline-formula><mml:math id="M261" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th block of the <inline-formula><mml:math id="M262" display="inline"><mml:mrow><mml:msub><mml:mi>q</mml:mi><mml:mi>r</mml:mi></mml:msub><mml:mo>×</mml:mo><mml:mi>q</mml:mi></mml:mrow></mml:math></inline-formula> matrix <inline-formula><mml:math id="M263" display="inline"><mml:mrow><mml:msub><mml:mi>V</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> defined by<disp-formula id="App1.Ch1.S1.Ex6"><mml:math id="M264" display="block"><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mfenced open="(" close=")"><mml:mtable class="array" columnalign="center"><mml:mtr><mml:mtd><mml:mtable class="array" columnalign="center"><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mi mathvariant="normal">⋮</mml:mi></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold">V</mml:mi><mml:mrow><mml:mi>r</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula></p></list-item></list>
<?xmltex \hack{\clearpage}?></p>
</app>
  </app-group><notes notes-type="codedataavailability"><title>Code and data availability</title>

      <p id="d1e5298">The R code used for building and validating the emulators and estimating the
posterior distribution of the model parameters using the Markov Chain Monte
Carlo algorithm is available from the Zenodo data repository via the following link:
<uri>https://doi.org/10.5281/zenodo.4537614</uri> (Ryan, 2021). The FRSGC/UCI model output
used for training the emulators is available from the CEDA data repository
via the following link: <uri>https://catalogue.ceda.ac.uk/uuid/d5afa10e50b44229b079c7c5a036e660</uri> (Wild et al., 2020b).</p>
  </notes><app-group>
        <supplementary-material position="anchor"><p id="d1e5307">The supplement related to this article is available online at: <inline-supplementary-material xlink:href="https://doi.org/10.5194/gmd-14-5373-2021-supplement" xlink:title="pdf">https://doi.org/10.5194/gmd-14-5373-2021-supplement</inline-supplementary-material>.</p></supplementary-material>
        </app-group><notes notes-type="authorcontribution"><title>Author contributions</title>

      <p id="d1e5316">ER and OW designed the study. ER carried out the statistical analyses, and
OW ran the FRSGC/UCI model and provided the outputs that were used to train
and validate the emulators. ER wrote the paper with input from OW.</p>
  </notes><notes notes-type="disclaimer"><title>Disclaimer</title>

      <p id="d1e5322">Publisher’s note: Copernicus Publications remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.</p>
  </notes><ack><title>Acknowledgements</title><p id="d1e5328">We thank Karl Hennermann at the ECMWF for making CAMS
interim reanalysis data for O<inline-formula><mml:math id="M265" display="inline"><mml:msub><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:math></inline-formula> and CO available. We also thank Lindsay
Lee from Sheffield Hallam University for her feedback and comments on an
early version of this paper.</p></ack><notes notes-type="financialsupport"><title>Financial support</title>

      <p id="d1e5342">This research has been supported by the Natural Environment Research Council (grant no. NE/N003411/1).</p>
  </notes><notes notes-type="reviewstatement"><title>Review statement</title>

      <p id="d1e5348">This paper was edited by Augustin Colette and reviewed by Kai-Lan Chang and one anonymous referee.</p>
  </notes><ref-list>
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    <!--<article-title-html>Calibrating a global atmospheric chemistry transport model using Gaussian process emulation and ground-level concentrations of ozone and carbon monoxide</article-title-html>
<abstract-html><p>Atmospheric chemistry transport models are important tools to investigate
the local, regional and global controls on atmospheric composition and air
quality. To ensure that these models represent the atmosphere adequately, it
is important to compare their outputs with measurements. However, ground
based measurements of atmospheric composition are typically sparsely
distributed and representative of much smaller spatial scales than those
resolved in models; thus, direct comparison incurs uncertainty. In this
study, we investigate the feasibility of using observations of one or more
atmospheric constituents to estimate parameters in chemistry transport
models and to explore how these estimates and their uncertainties depend
upon representation errors and the level of spatial coverage of the
measurements. We apply Gaussian process emulation to explore the model
parameter space and use monthly averaged ground-level concentrations of
ozone (O<sub>3</sub>) and carbon monoxide (CO) from across Europe and the US.
Using synthetic observations, we find that the estimates of parameters with
greatest influence on O<sub>3</sub> and CO are unbiased, and the associated
parameter uncertainties are low even at low spatial coverage or with high
representation error. Using reanalysis data, we find that estimates of the
most influential parameter – corresponding to the dry deposition process –
are closer to its expected value using both O<sub>3</sub> and CO data than using
O<sub>3</sub> alone. This is remarkable because it shows that while CO is largely
unaffected by dry deposition, the additional constraints it provides are
valuable for achieving unbiased estimates of the dry deposition parameter.
In summary, these findings identify the level of spatial representation
error and coverage needed to achieve good parameter estimates and highlight
the benefits of using multiple constraints to calibrate atmospheric
chemistry transport models.</p></abstract-html>
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