Accurate localization of a robot in a known environment is a fundamental capability for successfully performing path planning, manipulation, and grasping tasks. Particle filters, also known as Monte Carlo localization (MCL), are a commonly used method to determine the robot’s pose within its environment. For ground robots, noisy wheel odometry readings are typically used as a motion model to predict the vehicle’s location. Such a motion model requires tuning of various parameters based on terrain and robot type. However, such an ego-motion estimation is not always available for all platforms. Scan matching using the iterative closest point (ICP) algorithm is a popular alternative approach, providing ego-motion estimates for localization. Iterative closest point computes a point estimate of the transformation between two poses given point clouds captured at these locations. Being a point estimate method, ICP does not deal with the uncertainties in the scan alignment process, which may arise due to sensor noise, partial overlap, or the existence of multiple solutions. Another challenge for ICP is the high computational cost required to align two large point clouds, limiting its applicability to less dynamic problems. In this paper, we address these challenges by leveraging recent advances in probabilistic inference. Specifically, we first address the run-time issue and propose SGD-ICP, which employs stochastic gradient descent (SGD) to solve the optimization problem of ICP. Next, we leverage SGD-ICP to obtain a distribution over transformations and propose a Markov Chain Monte Carlo method using stochastic gradient Langevin dynamics (SGLD) updates. Our ICP variant, termed Bayesian-ICP, is a full Bayesian solution to the problem. To demonstrate the benefits of Bayesian-ICP for mobile robotic applications, we propose an adaptive motion model employing Bayesian-ICP to produce proposal distributions for Monte Carlo Localization. Experiments using both Kinect and 3D LiDAR data show that our proposed SGD-ICP method achieves the same solution quality as standard ICP while being significantly more efficient. We then demonstrate empirically that Bayesian-ICP can produce accurate distributions over pose transformations and is fast enough for online applications. Finally, using Bayesian-ICP as a motion model alleviates the need to tune the motion model parameters from odometry, resulting in better-calibrated localization uncertainty.