He is also a founding member of the Vector Institute. His postdoc was at Harvard University, where he worked on hyperparameter optimization, variational inference, deep learning and automatic chemical design. He did his Ph.D at the University of Cambridge, studying Bayesian nonparametrics with Zoubin Ghahramani and Carl Rasmussen. David spent two summers on the machine vision team at Google Research, and also co-founded Invenia, an energy forecasting and trading company.