I am wanting to sample from a distribution with uniform marginal distributions but with an interesting joint structure. Let the random vector be denoted $X = (X_1, X_2, \ldots, X_n)$ with $X_i \sim \text{uniform}(0,1)$. The random vector has the dependence structure $AX \leq b $ where A is a $q \times n$ matrix and $b$ a length $q$ vector (so I have $q$ linear constraints on $X$). The constraint I care about most is $\sum_{i=1}^N x_i \leq 1$.
If we consider a 2D example $X = (X_1, X_2)^T$ we have that $f_{1,2}(x_1, x_2) = f_1(x_1)f_2(x_2)c(x_1, x_2)$ hence the joint density is just the copula density (since uniform implies $F(x) = x$). By Sklar's theorem there must be a copula that exists. Most the copula I know of are essentially symmetric apart from e.g. the skewed Normal/Skewed-$t$ copula. Fairly naive random sampling doesn't give us the required density.
Any idea on how I could construct such a copula for direct sampling? Or even construct e.g. a markov chain which targets the correct distribution?