I have two matrices: A= 4000x78 where 78 is the dimension of features and 4000 is the number of samples. B= 1000x78 where 78 is the dimension of features and 1000 is the number of samples again.
Now, I want to see how the two samples are related based on their feature values. More specifically, I want to see how many samples in A are similar to each of the 1000 samples in B.
Apart from simple similarity (in terms of distance functions between each of the samples in A and B), can I use any other metrics (like correlation statistics) to understand the relationship between both?