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Is there any mathematical method to judge whether there are significant differences between two sets of multidimensional data?
Multi-dimensional space, judging the distribution of two groups of data. Fitting analysis should be used. You can refer to the fitting analysis of plane data.

The first step is to choose an appropriate coordinate system. Different coordinate systems have great influence on the calculation.

The second step is to establish the equation of hypothetical multidimensional space and judge whether each set of data is related to the hypothetical equation. If both sets of data are related to the hypothetical equation, it means that the two sets of data are related; If at least one set of data has nothing to do with the hypothetical equation, it means that these two sets of data have nothing to do with the hypothetical equation.