Most of the challenges set by modern physics endeavours are related to the management, processing and analysis of massive amount of data. As stated in a recent Nature editorial (The thing about data, Nature Physics volume 13, page 717, 2017), "the rise of big data represents an opportunity for physicists. To take full advantage, however, they need a subtle but important shift in mindset". All this calls for a substantial change in the way future physicists are taught: statistics and probability, information theory, machine learning as well as scientific computing and hardware setups should be the pillars of the education of a new physics students generation. This is what an innovative master programme launched in fall 2018 by the University of Padua, "Physics of Data", aims at. This contribution summarises its actual implementation, describing the educational methods (all focused on "hands-on" activities and research projects) and reporting on the brilliant results obtained by the first enrolled students.
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