Invited Keynote Talk. This talk addresses the exciting new concept of Autonomous Driving, as well as the technical questions and solutions associated with it. Emphasis will be placed on the scientific and technological challenges associated with issues of embedded perception, understanding of complex dynamic scenes and real-time driving decision-making. It will be shown how these problems can be tackled using Bayesian Perception, Artificial Intelligence and Machine Learning approaches. The talk will be illustrated using results obtained by Inria Grenoble Rhône-Alpes (France) in the scope of several R&D projects conducted in collaboration with IRT Nanoelec (French Technological Research Institute) and with several industrial companies such as Toyota or Renault.