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The self-consistent phonon (SCP) method allows one to include anharmonic effects when treating a many-body quantum system at thermal equilibrium. The system is then described by an effective temperature-dependent harmonic Hamiltonian, which can be used to estimate its various dynamic and static properties. In this paper, we combine SCP with ab initio (AI) potential energy evaluation in which case the numerical bottleneck of AI-SCP is the evaluation of Gaussian averages of the AI potential energy and its derivatives. These averages are computed efficiently by the quasi-Monte Carlo method utilizing low-discrepancy sequences leading to a fast convergence with respect to the number, S, of the AI energy evaluations. Moreover, a further substantial (an-order-of-magnitude) improvement in efficiency is achieved once a numerically cheap approximation of the AI potential is available. This is based on using a perturbation theory-like (the two-grid) approach in which it is the average of the difference between the AI and the approximate potential that is computed. The corresponding codes and scripts are provided.