The concepts of standard analysis techniques applied in the field of Fourier spectroscopy treat fundamental aspects insufficiently. For example, the spectra to be inferred are influenced by the noise contribution to the interferometric data, by nonprobed spatial domains which are linked to Fourier coefficients above a certain order, by the spectral limits which are in general not given by the Nyquist assumptions, and by additional parameters of the problem at hand like the zero-path difference. To consider these fundamentals, a probabilistic approach based on Bayes’ theorem is introduced which exploits multivariate normal distributions. For the example application, we model the spectra by the Gaussian process of a Brownian bridge stated by a prior covariance. The spectra themselves are represented by a number of parameters which map linearly to the data domain. The posterior for these linear parameters is analytically obtained, and the marginalisation over these parameters is trivial. This allows the straightforward investigation of the posterior for the involved nonlinear parameters, like the zero-path difference location and the spectral limits, and hyperparameters, like the scaling of the Gaussian process. With respect to the linear problem, this can be interpreted as an implementation of Ockham’s razor principle.
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