We propose a novel Bayesian Monte Carlo Integration (BMCI) technique to retrieve the profiles of temperature, water vapor, and cloud liquid/ice water content from microwave cloudy measurements in the presence of tropical cyclones (TC). These retrievals then can either be directly used by meteorologists to analyze the structure of TCs or be assimilated into numerical models to provide accurate initial conditions for the NWP (Numerical Weather Prediction) models. The BMCI technique is applied to the data from the Advanced Technology Microwave Sounder (ATMS) onboard Suomi National Polar-orbiting Partnership (NPP) and Global Precipitation Measurement (GPM) Microwave Imager (GMI). The retrieved profiles are then assimilated into Hurricane WRF (Weather Research and Forecasting) using the GSI (Gridpoint Statistical Interpolation) data assimilation system.