  This is a review of recent developments in Monte Carlo methods in the field
of ultra cold gases. For bosonic atoms in an optical lattice we discuss path
integral Monte Carlo simulations with worm updates and show the excellent
agreement with cold atom experiments. We also review recent progress in
simulating bosonic systems with long-range interactions, disordered bosons,
mixtures of bosons, and spinful bosonic systems. For repulsive fermionic
systems determinantal methods at half filling are sign free, but in general no
sign-free method exists. We review the developments in diagrammatic Monte Carlo
for the Fermi polaron problem and the Hubbard model, and show the connection
with dynamical mean-field theory. We end the review with diffusion Monte Carlo
for the Stoner problem in cold gases.
