The computation of transport coefficients, even in linear response, is a major challenge for theoretical methods that rely on analytic continuation of correlations functions obtained numerically in Matsubara space. While maximum entropy methods can be used for certain correlation functions, this is not possible in general, important examples being the Seebeck, Hall, Nernst and Reggi-Leduc coefficients. Indeed, positivity of the spectral weight on the positive real-frequency axis is not guaranteed in these cases. The spectral weight can even be complex in the presence of broken time-reversal symmetry. Various workarounds, such as the neglect of vertex corrections or the study of the infinite frequency or Kelvin limits have been proposed. Here, we show that one can define auxiliary response functions that allow to extract the desired real-frequency susceptibilities from maximum entropy methods in the most general multiorbital cases with no particular symmetry. As a benchmark case, we study the longitudinal thermoelectric response and corresponding Onsager coefficient in the single-band two-dimensional Hubbard model treated with dynamical mean-field theory (DMFT) and continuous-time quantum Monte Carlo (CTQMC). We thereby extend to transport coefficients the maximum entropy analytic continuation with auxiliary functions (MaxEntAux method), developed for the study of the superconducting pairing dynamics of correlated materials. PACS numbers: 71.27.+a, 72.10.-d, 72.10.Bg, 72.15.Jf, 72.20.Pa a. Introduction. Transport properties are of interest for both fundamental and applied purposes. For example, while thermoelectric power tells us about the nature of charge carriers, materials with large thermoelectric power could lead to various applications, including efficient conversion of heat loss into useful electricity [1 -7]. Unfortunately, computing transport coefficients from numerical results is no simple task. Usually, one starts by computing the corresponding response functions in Matsubara frequency using the Kubo formula. For quantum Monte-Carlo data in particular, the most direct way to extract the real-frequency dependent response functions is then to perform maximum entropy analytic continuations (MEACs) [8,9]. However, as we explain in more details below, MEAC is not always trivial since it requires that the spectral weight of response functions is real and positive, which is not necessarily the case in general.Many approaches have been investigated to circumvent this major problem for the Seebeck coefficient [10][11][12][13][14][15][16][17][18][19], the Hall coefficient [20-24] and the Nernst coefficient [25] for instance, but all of them are either approximations or analytic methods that are exact only in a certain frequency limit [26]. The most common approach consists in neglecting vertex corrections, in which case it is possible to compute transport coefficients directly from the single-particle spectral weight. This is not possible when vertex corrections are included, which seems to be a necessary step in...