There is [a simple algorithm to pick a random point ON an $n$-dimensional hypersphere][1]. Is there one to sample a point from inside it? (Sampling points from a hypercube and rejecting them if they are not inside the hypersphere would scale extremely poorly with $n$ as the vast majority of points would be rejected) [1]: https://mathoverflow.net/questions/136314/what-is-a-good-method-to-find-random-points-on-the-n-sphere-when-n-is-large