This paper investigates the use of Monte Carlo sampling methods for phase noise estimation on additive white Gaussian noise (AWGN) channels. The main contributions of the paper are (i) the development of a Monte Carlo framework for phase noise estimation with special attention to sequential importance sampling and Rao-Blackwellization (ii) the interpretation of existing Monte Carlo solutions within this generic framework and (iii) the derivation of a novel phase noise estimator. Contrary to the ...