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by _alternator_ 305 days ago
The only reason I can think of that you’re getting downvoted because this is mentioned in the article. This is a strictly better method than the accept/reject method for this application. The runtime of the accept reject algorithm is exponential in the dimension because the ratio between the volume of the sphere is exponentially smaller than the volume of the hypercube.

I’d also point out that the usual way Gaussians are generated (sample uniformly from the unit interval and remap via the Gaussian percentile) can be expressed as sampling from a d-dimensional cube and then post-processing as well, with the advantage that it works in one shot. (Edit: typo)