the Creative Commons Attribution 4.0 License.
the Creative Commons Attribution 4.0 License.
An information-theoretic approach to obtain ensemble averages from Earth system models
Abstract. Inferences in Earth system science rely to a large degree on the numerical output of multiple Earth System Models. It has been shown that for many variables of interest, the multi-model ensemble average often compares better with observations than the output from any one individual model. However, a simple arithmetic average does not reward or penalize models according to their ability to predict available observations, and for this reason, a weighted averaging approach would be preferred for those cases in which there is information on model performance. We propose an approach based on concepts from information theory with the aim to approximate the Kullback-Leibler distance between model output and unknown reality, and to assign weights to different models according to their relative likelihood of being the best-performing model in a given grid cell. This article presents the theory and describes the steps necessary for obtaining model weights in a general form, and presents an example for obtaining multi-model averages of carbon fluxes from models participating in the sixth phase of the Coupled Model Intercomparison Project CMIP6. Using this approach, we propose a multi-model ensemble of land-atmosphere carbon exchange that could be used for inferring long-term carbon balances with much reduced uncertainties in comparison to the multi-model arithmetic average.
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Status: open (until 14 Jul 2025)
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RC1: 'Comment on egusphere-2025-1640', Anonymous Referee #1, 04 Jun 2025
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This is a nice study that proposes an information-theoretic rationale for weighting ESM outputs when computing multi-model average projections. The approach constructs weights from the divergence between each ESM’s output distribution and the observed-climate distribution, thereby rewarding models that align more closely with an observational product. The method is demonstrated on an ensemble of eight CMIP6 models to project net ecosystem exchange of CO₂ and net biome production, with weighting schemes calibrated against observational datasets.
I found the study well written, with a clear and intuitive presentation of the information-theoretic background. These concepts are often missing from discussions of climate-model post-processing, and it is refreshing to see them used here. I also enjoyed learning about the connection between cross-entropy and AIC. I have a small quibble with calling the KL divergence a distance, but I will not press the point because the term likely helps build intuition.
Although I am not deeply familiar with all work on combining ESM outputs, my understanding is that another common strategy is to reward models that (i) simulate today’s climate well and (ii) remain close to the ensemble consensus for future change. The manuscript cites earlier work (e.g. Tebaldi & Knutti) at several points, but a fuller discussion of how existing methods compare would be valuable. Readers will want guidance on when this weighting scheme should be preferred and why.
In addition, I have a minor comments/questions that I hope the authors will be able to address before this is considered for publication.L95-100 : could the authors expand on why the approximation dismissing K is appropriate? I know this is discussed later in the manuscript as a limitation of the proposed method, but I think it would be useful to also have an argument at this point on why that's a reasonable approximation to start with.
L105-110 : "but given the absence of any other method for obtaining a log-likelihood function of a parameterized ESM with respect to data" I would recommend nuancing this statement. There exists methods out there that allow to model loglikelihood functions (e.g. variational approaches). This doesn't diminish the proposed approach, since it might be the simplest first step to take, and in the Occam's razor philosophy, it makes sense being explored and worthy of a publication.
Eq 13 : Am I correct in saying that the weights end up being wi = 1/σ̂i / Σ1/σ̂i ? I think it would be useful to explicitly include this in the manuscript. The current presentation aims for a greater level of generality in its formalism, which is commendable, and could apply to any choice of distance metric A. However, for the particular choice made by the authors here, the expression of wi simplifies a lot and becomes very interpretable : we simply give more weight to model that have better least square agreement with the observational product.
Eq 15 : Is this supposed to be a definition of the uncertainty or the variance of x̄? If the latter, I don't understand how it is derived, if the former I would suggest not using x̄ as a subscript.With these points addressed, I believe the paper will make a valuable contribution and be ready for publication.Just out of curiosity : I appreciate that the distance A is only interpretable as a relative metric. I've nonetheless always been curious about its interpretation in "informational units". What I mean is that Shanon entropy measure information in bits, which can be argued to be an intepretable unit. I guess this doesn't translate immediately here since in the continuous setting we're using the differential entropy which is homogeneous to x. But have you thought of ways to make its values as an absolute metric interpretable?Citation: https://doi.org/10.5194/egusphere-2025-1640-RC1
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An information-theoretic approach to obtain ensemble averages from Earth system models Carlos A. Sierra and Estefanía Muñoz https://doi.org/10.5281/zenodo.15167572
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