Parameter sampling capabilities of sequential and simultaneous data assimilation: II. Statistical analysis of numerical results

We assess and compare parameter sampling capabilities of one sequential and one simultaneous Bayesian, ensemble-based, joint state-parameter (JS) estimation method. In the companion paper, part I (Fossum and Mannseth 2014 Inverse Problems 30 114002), analytical investigations lead us to propose three claims, essentially stating that the sequential method can be expected to outperform the simultaneous method for weakly nonlinear forward models. Here, we assess the reliability and robustness of these claims through statistical analysis of results from a range of numerical experiments. Samples generated by the two approximate JS methods are compared to samples from the posterior distribution generated by a Markov chain Monte Carlo method, using four approximate measures of distance between probability distributions. Forward-model nonlinearity is assessed from a stochastic nonlinearity measure allowing for sufficiently large model dimensions. Both toy models (with low computational complexity, and where the nonlinearity is fairly easy to control) and two-phase porous-media flow models (corresponding to down-scaled versions of problems to which the JS methods have been frequently applied recently) are considered in the numerical experiments. Results from the statistical analysis show strong support of all three claims stated in part I.