I recently have done a test that would give some evidence that this is true.
I had a bunch of pages that were knocked into oblivion. They were not on the top 10 pages of the serps, so -100
I moved all these pages to a subdomain of my main site. The only links they had were the interlinking I did between the two. No outside links.
I waited 3 months to see where the the pages settled.
I then tested 3 pages further.
red widgets about keyword1
red widgets about keyword2
red widgets about keyword3
At the start of the test
Keyword1 was on page 4
Keyword2 was on page 1
Keyword3 was on page 2
All 3 pages had received approximately 50 FB likes, 1 tweet from an account that tweets on this subject, and 1 G+ from an account that shares on this subject.
I then posted 7 blog comments on articles that were on the exact same subject with the same keywords in the title or had close synonyms, with a link pointing to keyword1 and keyword2. I left keyword3 alone. All the links were not keyword laced with 6 being links under my name and 1 a bare url. All of them were "no follow."
Keyword1 dropped from the serps the next day. It reappeared the next day at the top of page 2. It bounced on page 2 for a week then settled at position 13
Keyword2 remained unchanged for a week, bounced to down 1 position for a day then moved up 2 positions before settling back to it's original position at the moment.
Keyword3 remained unchanged during this whole process.
My thoughts on this are
#1 Google is taking keyword signals from the title of the page the link is on.
#2 No follow links affect the serps
#3 This method will only get you so far. It also depends on the strength of the competition. Thus keyword 2 although showing signs of movement still settled in the same spot.
#4 This would seem to indicate that bare links or non keyword links have more weight than they did prior to Penguin. It also seems to indicate that no follow links from blogs are considered natural.