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The emph{ab initio} path integral Monte Carlo (PIMC) approach is one of the most successful methods in quantum many-body theory. A particular strength of this method is its straightforward access to imaginary-time correlation functions (ITCF). For example, the well-known density-density ITCF $F(mathbf{q},tau)$ allows one to estimate the linear response of a given system for all wave vectors $mathbf{q}$ from a single simulation of the unperturbed system. Moreover, it constitutes the basis for the reconstruction of the dynamic structure factor $S(mathbf{q},omega)$ -- a key quantity in state-of-the-art scattering experiments. In this work, we present analogous relations between the nonlinear density response in quadratic and cubic order of the perturbation strength and generalized ITCFs measuring correlations between up to four imaginary-time arguments. As a practical demonstration of our new approach, we carry out simulations of the warm dense electron gas and find excellent agreement with previous PIMC results that had been obtained with substantially larger computational effort. In addition, we give a relation between a cubic ITCF and the triple dynamic structure factor $S(mathbf{q}_1,omega_1;mathbf{q}_2,omega_2)$, which evokes the enticing possibility to study dynamic three-body effects on an emph{ab initio} level.
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