Memory lanterns were a piece of Gallifreyan technology.
They appeared like the paper lanterns known to humans, but they were recorded with thoughts and memories from individuals. They were scattered into time and space, with the hope to save a track of the original person. According to the War Doctor, they weren't actually able to survive the journey through the Time Vortex.
He and his companion Cinder sighted hundreds of them flying in the sky of Gallifrey during the last period of the Last Great Time War, a sign of desperation from the Gallifreyan people. (PROSE: Engines of War)