  The copious scientific literature produced after the detection of GW170817
electromagnetic counterpart demonstrated the importance of a prompt and
accurate localization of the gravitational wave within the co-moving volume. In
this letter, we present FIGARO, a ready to use and publicly available software
that relies on Bayesian non-parametrics. FIGARO is designed to run in parallel
with parameter estimation algorithms to provide updated three-dimensional
volume localization information. Differently from any existing algorithms, the
analytical nature of the FIGARO reconstruction allows a ranking of the entries
of galaxy catalogues by their probability of being the host of a gravitational
wave event, hence providing an additional tool for a prompt electromagnetic
follow up of gravitational waves. We illustrate the features of FIGARO on
binary black holes as well as on GW170817. Finally, we demonstrate the
robustness of FIGARO by producing so-called pp-plots and we present a method
based on information entropy to assess when, during the parameter estimation
run, it is reasonable to begin releasing skymaps.
