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by kgwgk 3146 days ago
If you sample from a 1000D Gaussian, most of the points will be "close" to the hypersphere of radius sqrt(1000). The distance to the center for 99.5% of the points is between 31.6-2 and 31.6+2. 99.997% will be between 31.6-3 and 31.6+3, 99.999997% will be between 31.6-4 and 31.6+4, etc.

This is what he means when he says "practically indistinguishable from uniform distributions on the [unit] sphere." As tgb remarked in another comment, the "unit" bit is incorrect.