I was out for a small hike few days ago. The view of the valley was obscured by smog and the pollution. Especially in the winter, the PM concentration increases. One of the reason for this is due to temperature inversion.

Naturally, warm air has low density than cold air. The warmer air is in the earth's surface(in troposphere) so, the warm air of the earth's surface rises. Also in our troposphere as the height increases, temperature decreases.

This means the surface air pockets rise up carrying the dust, particulate matters so the pollutants gets diluted through this phenomenon.

But interestingly during winter, the surface air pockets are colder so it doesn't rise up but sinks hence the pollutants doesn't go up in the troposphere, no dilution and vertical mixing. This results in increased air pollution, PMs, and smog.

Also you can see the distinct inversion layer in some photos like this one in Kazakhstan. Notice the smog area has pockets of cold air which can't rise but sinks so the pollutants also gets concentrated.

Mel Strong's lecture on temperature inversion explains it all.