How to acknowledge ideas/clue/discussions on StackExchange?
EDITED according to the PiotrMigdal's comment

If you like to point out the SE contribution to your work I would suggest to acknowledge the community by any acknowledgement you consider suitable. For example:


  The authors would like to express their appreciation to the Stack
  exchange, inc. community for many useful inputs and valuable comments.


or if you like you can be more specific


  We would like to thank to community of Stack exchange, inc.,
  especially, Cross Validated group (section?) for advices regarding the data processing and data
  visualization.


Or you can combine what ever you like. 

If you think that only one user was the core of the contribution, you can mention only him or her.


  Special thanks goes to Piotr Migdal, who significant contributed to
  the quality of this answer with his valuable and well-aimed comment.


In case the person would be (or would like to stay) anonymous and you would still like to acknowledge the contribution, you can write the acknowledgement to anonymous person (as well you can citate a source with unknown author). This happens typically when you refer to web-pages:


  We would like to acknowledge the discussion regarding the deep learning algorithm at Stack exchange, inc. in Cross Validated section
  (Available at:
  https://stats.stackexchange.com/questions/83092/regression-in-deep-learning,
  Accessed: 44rd August 2010).


However, I think that much better would be to try to contact the person/people. You can do it either by contact info or by comments. They can be willing to step out of the anonymity for you or, what is more, have some further discussion on the topic of your interest.



And if you would like to express your gratitude, you can always contribute to SE :)