  We introduce and discuss Monte Carlo methods in quantum field theories.
Methods of independent Monte Carlo, such as random sampling and importance
sampling, and methods of dependent Monte Carlo, such as Metropolis sampling and
Hamiltonian Monte Carlo, are introduced. We review the underlying theoretical
foundations of Markov chain Monte Carlo. We provide several examples of Monte
Carlo simulations, including one-dimensional simple harmonic oscillator,
unitary matrix model exhibiting Gross-Witten-Wadia transition and a
supersymmetric model exhibiting dynamical supersymmetry breaking.
