SpamBayes is a Bayesian or a form of statisitcal analysis anti-spam filter.
SpamBayes works by attempting to classify incoming email messages as 'spam', 'ham' (good, non-spam email) or 'unsure'. This means you can have spam or unsure messages automatically filed away in a different mail folder, where it won't interrupt your email reading.
First SpamBayes must be trained by each user to identify spam and ham. Essentially, you show SpamBayes a pile of email that you like (ham) and a pile you don't like (spam). SpamBayes will then analyze the piles for clues as to what makes the spam and ham different. For example; different words, differences in the mailer headers and content style. The system then uses these clues to examine new messages.