  We present a quantum Monte Carlo (QMC) technique for calculating the exact
finite-temperature properties of Bose-Fermi mixtures. The Bose-Fermi
Auxiliary-Field Quantum Monte Carlo (BF-AFQMC) algorithm combines two methods,
a finite-temperature AFQMC algorithm for bosons and a variant of the standard
AFQMC algorithm for fermions, into one algorithm for mixtures. We demonstrate
the accuracy of our method by comparing its results for the Bose-Hubbard and
Bose-Fermi-Hubbard models against those produced using exact diagonalization
for small systems. Comparisons are also made with mean-field theory and the
worm algorithm for larger systems. As is the case with most fermion
Hamiltonians, a sign or phase problem is present in BF-AFQMC. We discuss the
nature of these problems in this framework and describe how they can be
controlled with well-studied approximations to expand BF-AFQMC's reach. The new
algorithm can serve as an essential tool for answering many unresolved
questions about many-body physics in mixed Bose-Fermi systems.
