  Monte Carlo calculations of fermionic systems with continuous auxiliary
fields frequently suffer from a diverging variance. If a system has the
infinite variance problem, one cannot estimate observables reliably even with
an infinite number of samples. In this paper, we explore a method to deal with
this problem based on sampling according to the distribution of a system with
an extra time-slice. The necessary reweighting factor is computed both
perturbatively and through a secondary Monte Carlo. We show that the Monte
Carlo reweigthing coupled to the use of a non-biased estimator of the
reweigthing factor leads to a method that eliminates the infinite variance
problem at a very small extra cost. We compute the double occupancy in the
Hubbard model at half-filling to demonstrate the method and compare the results
to well established results obtained by other methods.
