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In these two sentences–

It is through advertisements that we are informed of new products and events.

...we are also reminded by advertisements to save for the future and spend wisely, subtly but just as often.

What's the difference between by and through in these sentences? Why can by not be used in the first one and through in the second?

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The two terms can overlap, but in your sentences they exhibit a difference.

By introduces an agent, and is especially common in the passive voice.

We are reminded by advertisements...
→ Advertisements remind us...

Through introduces an instrument.

It is through advertisements that we are informed...
→ Advertisements are how we are informed...

Technically, we don't have an explicit subject for this second case.

The difficulty comes in when you consider that by can also introduce an instrument. Often, this will be in the larger structure by means of. This expression is a synonym of through in the above sense.

It is by means of advertisements that we are informed...
→ Advertisements are how we are informed...

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W did X through Y - W controlled or convinced X to do Y indirectly - X was the thing or person that actually did something to Y. W wanted X to happen.

W did X by Y - W controlled Y, and used it directly to make X happen.

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