We show how the thermodynamic properties of large many-body localized systems can be studied using quantum Monte Carlo simulations. To this end we devise a heuristic way of constructing local integrals of motion of very high quality, which are added to the Hamiltonian in conjunction with Lagrange multipliers. The ground state simulation of the shifted Hamiltonian corresponds to a high-energy state of the original Hamiltonian in case of exactly known local integrals of motion. We can show that the inevitable mixing between eigenstates as a consequence of non-perfect integrals of motion is weak enough such that the characteristics of many-body localized systems are not averaged out in our approach, unlike the standard ensembles of statistical mechanics. Our method paves the way to study higher dimensions but crucially depends on the existence of an extensive set of local integrals of motion.