  After the discovery of the gravitational waves and the observation of
neutrinos of cosmic origin, we have entered a new and exciting era where cosmic
rays, neutrinos, photons and gravitational waves will be used simultaneously to
study the highest energy phenomena in the Universe. Here we present a fully
Bayesian approach to the challenge of combining and comparing the wealth of
measurements from existing and upcoming experimental facilities. We discuss the
procedure from a theoretical point of view and using simulations, we also
demonstrate the feasibility of the method by incorporating the use of
information provided by different theoretical models and different experimental
measurements.
