An efficient continuous-time path-integral quantum Monte Carlo algorithm fo
r the lattice polaron is presented. It is based on Feynman's integration of
phonons and subsequent simulation of the resulting single-particle self-in
teracting system. The method is free from the finite-size and finite-time-s
tep errors and works in any dimensionality and for any range of electron-ph
onon interaction. The ground-state energy and effective mass of the polaron
are calculated for several models. The polaron spectrum can be measured di
rectly by Monte Carlo, which is of general interest.