The Feynman path integral representation of quantum theory is used in a non–parametric Bayesian approach to determine quantum potentials from measurements on a canonical ensemble. This representation allows to study explicitly the classical and semiclassical limits and provides a unified description in terms of functional integrals: the Feynman path integral for the statistical operator, and the integration over the space of potentials for calculating the predictive density. The latter is treated in maximum a posteriori approximation, and various approximation schemes for the former are developed and discussed. A simple numerical example shows the applicability of the method
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