Independent vector analysis (IVA) is an approach for joint blind source separation of several data sets that learns simultaneous unmixing transforms for each set. It assumes corresponding sources from different data sets to be statistically dependent. One of the main advantages is IVA's ability to retain subject-specific differences while simplifying comparison across subjects as the resulting components have the same order. The latter is an instrumental property for enabling collaboration between remote sites without sharing their data, which may be required because of ethical, privacy or efficiency concerns. This paper proposes a new decentralized algorithm for IVA that exploits the structure of the objective function. A centralized aggregator coordinates IVA algorithms at multiple sites using message passing, parallelizing the computation and limiting the amount of communication. Thus, the algorithm enables a plausibly private collaboration across multiple sites. Besides enabling analysis of decentralized data, our approach improves the running time of IVA when used locally.