Multiple polylogarithms $Li_{k_1,\ldots,k_d}(x_1,\ldots,x_d)$ are a class of multi-variable special functions appearing in connection with K-theory, hyperbolic geometry, values of zeta functions/L-functions/Mahler measures, mixed Tate motives, and in high-energy physics.
One of the main challenges in the study of multiple polylogarithms revolves around understanding how on many variables a multiple polylogarithm function (or 'interesting' combinations thereof) actually depend (''the depth''), as for example $Li_{1,1}$ can already be expressed via $Li_2$. Goncharov gave a conjectural criterion (''the Depth Conjecture'') for determining this, using the motivic coproduct, as part of his programme to investigate Zagier's Polylogarithm Conjecture on values of the Dedekind zeta function $\zeta_F(m)$.
Links:
[1] https://www.mpim-bonn.mpg.de/de/taxonomy/term/39
[2] https://www.mpim-bonn.mpg.de/de/node/3444
[3] https://www.mpim-bonn.mpg.de/de/node/246