My early childhood was spent in the former Soviet Union and Iran. My family then moved to Spain where I attended the American School of Madrid for 10 years. I studied at the University of Pennsylvania where I was given the Dean's Scholar Award and obtained a BA degree in Cognitive Science and a BSEng degree in Computer Science and Engineering in 1990. In 1995, I obtained my PhD in Cognitive Neuroscience from the Massachusetts Institute of Technology funded by a Fellowship from the McDonnell-Pew Foundation. My dissertation was entitled "Computation and Psychophysics of Sensorimotor Integration" and my PhD advisor was Michael Jordan. I moved to the University of Toronto in 1995 where I was an ITRC Postdoctoral Fellow in the Artificial Intelligence Lab of the Department of Computer Science, working with Geoffrey Hinton. From 1998 to 2005, I was faculty at the Gatsby Computational Neuroscience Unit, University College London.
    I am currently Professor of Information Engineering, at the University of Cambridge, where I lead the activities in the Machine Learning Group. I am also Chief Scientist at Uber, where I co-founded and help lead Uber AI Labs. From 2002 to 2012 I was concurrently also an Associate Research Professor in the Machine Learning Department at the School of Computer Science, Carnegie Mellon University. I have also been Adjuct Faculty at the Gatsby Unit, University College London and at POSTECH, South Korea.

    My current research interests include Bayesian approaches to machine learning, artificial intelligence, statistics, and data science. Statistics provides the mathematical foundations for handling uncertainty, making decisions, and designing learning systems. I have recently worked on Gaussian processes, non-parametric Bayesian methods, clustering, approximate inference algorithms, graphical models, Monte Carlo methods, semi-supervised learning, probabilistic programming, and building an Automatic Statistician.