Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 18 May 2020Accepted: 11 October 2021Published online: 31 January 2022KeywordsBayesian experimental design, expected information gain, multilevel Monte Carlo, nested expectation, stochastic gradient descentAMS Subject Headings62K05, 62L20, 65C05, 92C45, 94A17Publication Da...