2The empirical development of the dynamical theory of heat or classical equilibrium thermodynamics as we know it, was only possible because of the definition through a phenomenological approach of two fundamental physical concepts, which are the actual pillars of the theory: energy and entropy [1]. It is with these two concepts that the laws (or principles) of thermodynamics could be stated and the absolute temperature be given a first proper definition. Though energy remains as fully enigmatic as entropy from the ontological viewpoint, the latter concept is not completely understood from the physical viewpoint. This of course did not preclude the success of equilibrium thermodynamics as evidenced not only by the development of thermal sciences and engineering, but also because of its cognate fields that owe it, at least partly or as an indirect consequence, their birth, from quantum physics to information theory.Early attempts to refine and give thermodynamics solid grounds started with the development of the kinetic theory of gases and of statistical physics, which in turn permitted studies of irreversible processes with the development of nonequilibrium thermodynamics [2-5] and later on finite-time thermodynamics [6,7] thus establishing closer ties between the concrete notion of irreversibility and the more abstract entropy, notably with Boltzmann's statistical definition [8] and Gibbs' ensemble theory [9]. Notwithstanding conceptual difficulties inherent to the foundations of statistical physics such as, e.g., irreversibility and the ergodic hypothesis [10,11], entropy acquired a meaningful statistical character and the scope of its definitions could be extended beyond thermodynamics, thus paving the way to information theory, as information content became a physical quantity per se, i.e. something that can be measured [12]. And, while quantum physics developed independently from thermodynamics, it extended the scope of statistical physics with the introduction of quantum statistics, led to the definition of the von Neumann entropy [13], and also introduced new problems related to small, i.e. mesoscopic and nanoscopic, systems [14,15], down to nuclear matter [16], where the concepts of thermodynamic limit and ensuing standard definitions of thermodynamic quantities may be put at odds.Quantum physics problems that overlap with thermodynamics, are typically classified into different categories: ground state characterization [17], thermal state characterization at finite temperature [18], calculation of the dynamics of either closed or open systems [19,20], state reconstruction from tomographic data [21], and quantum system control, which, given the complexity for its implementation, requires the development of new methods [22]. There are essentially two large families of techniques applicable to such problems: One is based on the quantum Monte Carlo (QMC) framework [23], which is powerful to overcome the curse of dimensionality by using the stochastic estimation of high-dimensional integrals; the other family e...