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Good article, many interesting thoughts! Rationalizing the reasons behind anxiety might work for some people, but for me this is rarely the case. Usually it just pushes me into what you called "analysis loop" where I let the negative thoughts circle and circle around my mind, obsessing over the reasons, consequences etc. I'll try to describe some methods I have used, maybe somebody here also has experiences with them.

The first method I use is what I call the "depersonalization method", though it probably has a better (and official) name. Basically I assume that everybody else thinks exactly the same way as I do and then I analyze my actions as a detached observer from the outside. Using the "I will get fired if I take a sick-day" example this would mean imagining myself as my boss and what would I do with such an employee (me). Since I know that sick workers might infect their colleagues, have worse productivity etc then I would not fire such an employee. Thus I most likely won't be fired, a belief reinforced by at least one example without too much theorizing and obsessing. This method of course has a big flaw, namely others might not be as rational as me or have other standards, but I find this rarely to be the case.

Another tip to avoid the "analysis loop" is to ignore any analyzing thoughts at the onset of anxiety and concentrate fully on some task at hand. Anxiety is closely related to fear, an emotional reaction, and rational thoughts do not always have the power to calm the fears, they might even have the opposite reaction of amplifying them. Because of that I try to bluntly ignore the anxious thoughts which I can return to and analyze at a later time when my mindset is more calm. To improve the ability to ignore thoughts I recommend mindfulness meditation or just plain practice. Actually you almost described the same method in the paragraph about "doing the things that makes anxiety go away". "If you find that attacking an anxiety with Bayesian updating is like chopping down the Washington monument with a spoon, but getting a full night’s sleep makes the monument disappear completely, consider the sleep." Falling asleep requires ignoring the offending thoughts.