Heard this in an advert for Galaxy chocolate over Christmas and would be a definite candidate in any 'crazy artist name' category. This is Telepathic Teddy Bear with 'Where is My Mind'. 
On closer investigation I discovered it was a song from 1988 by indie band The Pixies and has been featured in many films and covered by loads of bands including Placebo.

The Pixies version > https://www.youtube.com/watch?v=idtE7MkHlW0