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32 votes
5 answers
6k views

What is a good method to find random points on the n-sphere when n is large?

As part of a more complex algorithm, I need a fast method to find random points of the n-sphere, $S^n$, starting with a RNG (random number generator). A simple way to do this (in low dimensions at ...
Dick Palais's user avatar
  • 15.3k
9 votes
1 answer
2k views

Uniform sampling from general simplex with a twist

This is part of a question I had asked elsewhere, and then some of the links redirected me to CS stack exchange. Given $0\leq a_1\leq\dots\leq a_D\leq1$ (all strictly positive), I want to draw points ...
Juanito's user avatar
  • 221