I probably should have just said "cross-reference," but here's a hand-wavy scenario. The gist is, the more information you have on a persona, the more you can filter out identity candidates.
So, for example, if you have unique anonymous accounts for multiple online communities but use an identifiable "anonymization" scheme (and with the right heuristics and AI "magic" this need not be a targeted attack), I can correlate and build a profile on you: Military history enthusiast, knife owner, lives in Maine, Boston U alumni, class of 2001, active hours imply working 9-5, age 39, etc.
Which is probably enough to compare against public records, leaked data, whatever, to pinpoint a single individual.