"Sit, Ubu, sit! Good dog!"
Wikipedia has the answer! (Wikipedia always has the answer!)
Ubu was the name of Gary David Goldberg's dog. The dog, whose full name was Ubu Roi, was named after Ubu Roi, an 1896 play by Alfred Jarry that is considered the defining classic of the Dada art movement in theater. (And here we thought "Dada" was just a line in a song by The Police.) Ubu passed away in 1984 but lives on as the logo for UBU Productions, founded by Gary.
Now, that's some useful trivia for holiday cocktail parties this year!