A Bayesian method to estimate single-trial event-related potentials with application to the study of the P300 variability

► A two-stage Bayesian approach for the single-trial estimation of ERPs is proposed. ► Simulated studies confirm its capability in tracking ERPs variability. ► Satisfactory results in terms of MSE have been obtained also at low SNRs. ► Good performance in the determination of the P300 parameters, latency in particular. ► Results on real data encourage the application of the technique.