For most ads you see on web browsers and mobile devices, there is an auction among various programmatic advertising firms for the chance to show you an ad. We are one of those buyers, and we are sent a variety of anonymous data, including what kind of phone you have, what app you are using, what operating system version you're running, and sometimes -- crucially for this study -- your latitude and longitude (lat/long).
We identified the caucusing locations prior [to] the Iowa caucus and told our system to be on the lookout for devices that report a lat/long at those locations during the caucus. [...]
To build out that rich information set that you are referring to (we call them 'Crafted Audiences'), we need to see a device several times across many different sites. We then use some pretty sophisticated machine learning techniques to extrapolate behaviors. We can only do this because we see such a broad view of digital behavior. In other words we know that seeing you on sites A, B and C mean that you are likely a New Mom, but seeing you on A, D and E mean that you are Health Conscious.
Ad networks: completely legit and not even a little disturbing.