Incense, meditation, yoga and gold medals. All in a day's work for Jamie Anderson

It’s amazing, really, that U.S. snowboarder Jamie Anderson has set off a hotel room smoke detector only once.

“They totally understood,” Anderson says. “They were like, ‘Incense? OK. Purify the space.’ ”

And that, in a nutshell, is what Anderson is all about: purifying the space, in her sport,...