Bayesian Filtering is a statistical method of SPAM detection.
Bayesian filtering uses the probability that certain words appearing in email are SPAM to identify emails that are likely SPAM.
When you read your email in the Webmail client, choosing the Mark the message as SPAM option will delete the message, and add it to a list of SPAM messages for better SPAM protection later. This type of SPAM filtering, where you actually “teach” the mail server what you consider unwanted email, is known as “Bayesian Filtering”.
It is to your benefit to mark SPAM rather than just deleting it, because it helps you and others avoid that type of mail in the future. If a message is marked as SPAM and it should not have been, choose Unmark as SPAM for the message when viewing it in Junk E-Mail (if available).