I read an article (it was a good one, and I wish I'd made a note of the URL) where a researched did quite a good job of debunking the myth that our devices listen to us. The gist was that there is more interconnectedness and cross-referencing going on than you might realise. For example....
- You have no interest in, say Nespresso machines, and so have never looked at them online
- I, on the other hand, have been researching them online and recently taken delivery of one.
- You come to visit me, I offer you a coffee, you express a liking for it, and I give credit to my new coffee making device.
- You start seeing online adverts for Nespresso machines....it's like something was listening to your conversation!
In fact, the data mining fairies have identified that your phone spent time in my house because of proximity to my wifi network...a network from which somebody is known to have recently made purchases. You must have things in common with whoever owns that wifi network, so perhaps you too have an interest in Nespresso machines and would like to see adverts for them.
The examples given in the article were better than the simplistic one I've given here (there were other things going on to make connections between people and activities), but you get the idea. The point was that the level of data mining/analysis is so much more complex than we expect that it's easier to apply Occam's Razor and assume simple eavesdropping.