Dear Authors:
Thank you the the careful revisions; your manuscript has significantly improved. Yet a number of concerns remain so I ask the Reviewers to take a look at the revised version. In particular, I would like to see if Rev. 1 is satisfied with your responses to her/his comments # 6, 7, 10, and 11, and whether Rev. 2 accepts your responses to her/his comments on "contradiction between 4.2 and 4.3", "more details on L96", and "observation density" effects (addition of new figure).

Inspecting your figure captions, I find them rather unusual. Except for Fig. 7, you discuss results and sometimes methodology in the captions. Traditionally, figure captions describe what is displayed. They are not meant to present or clarify methodology or evaluate the results. Rev. 1 had a related comment, asking that you discuss results in the text. You responded you did not want duplication. I agree we want to avoid duplication. What I would like to suggest is that you revise your figure captions by moving methodological and evaluation comments to the appropriate places in the text.

Additional comments from the Editor:
1) 2nd sentence of abstract
a) "nearby variables" - should this be replaced by "reference point" or something like that?
b) "should be highly correlated" - did you want to say "should not be..."
2) p3, l.20, not sure if grammar is correct here, consider: "a multivariate variant of which we introduce"
3) p4, l8 - "an ensemble"
4) p5 in original manuscript - I communicated with Rev. 1 who recognized making a typo in her/his comment that s/he clarified: "The uncertainty in state space should be pi(x | v, y) according to Eq. 12"
5) p7, l.12 - "in this paper"
6) p10, l.29 - remove "true"?
7) p13, l10 - "an ideal"
8) p15, l.17 - Would this read better? "The largest reduction in error"
9) p15, l.18 - please revise casual language: "this is leagues more than that of the univariate Lorenz ’96"
10) p15, l.27 - a word appears to be missing
11) p16, l.28 - add comma - "As before, ..."
12) p17, l.6 - "reduction in error"; not sure what an "improvement in error" would mean
13) p18, last sentence of manuscript - poorly constructed with two "and" connectors, can you please revise?
14) First sentence of caption for Fig 6 is awkward, can you please revise?

Dear Authors:
I would like to command you for your careful revisions. Based on the second round of reviews and my own inspection, your manuscript is almost ready for publication. I am asking for another "minor revision" as Rev. 1 noted that a bit more substantive interpretation of the results in the Abstract and Conclusions would further help your paper. Both Reviewers also listed a few minor items. I noticed a missing "TO" after "due" on line 4.

I will take a quick look at your revised version before accepting it for publication. Thank you again
Zoltan Toth

Dear Authors:
Thank you for all your revisions and congratulations!
Zoltan Toth