I found a good solution for sampling from N-dim sphere. The main idea is:
If Y is drawn from the uncorrelated multivariate normal distribution, then S = Y / ||Y|| has the uniform distribution on the unit d-sphere. Multiplying S by U1/d, where U has the uniform distribution on the unit interval (0,1), creates the uniform distribution in the unit d-dimensional ball.
Here is the python code to do this:
Y = np.random.multivariate_normal(mean=[0], cov=np.eye(1,1), size=(n_dims, n_samples))
Y = np.squeeze(Y, -1)
Y /= np.sqrt(np.sum(Y * sample_isotropic, axis=0))
U = np.random.uniform(low=0, high=1, size=(n_samples)) ** (1/n_dims)
Y *= distr * radius # in my case radius is one
This is what I get for the sphere:
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