The Master's Programme in Statistical Learning Theory was launched in 2017. It is run jointly with the Skolkovo Institute of Science and Technology (Skoltech). The programme trains future scientists to effectively carry out fundamental research and work on new challenging problems in statistical learning theory, one of the most promising fields of science. Yury Kemaev and Maxim Kaledin, from the first cohort of programme graduates, sat down with HSE News Service to talk about their studies and plans for the future.