I. Introduction
Vector mean estimation is a key operation and basic building block in many applications for federated analytics, e.g., federated learning [2] and frequency estimation [3]. In federated learning, in each training round, each user trains machine learning models locally and then uploads the trained parameters vector to the server. The server aggregates the received parameters by vector mean estimation. Frequency estimation can also be regarded as a special case of vector mean estimation where each user owns a binary vector indicating whether the user owns each of the items in some universe, and the server wants to estimate the frequency of each item. Many of these applications are being widely deployed by companies such as Apple [4], Google [5], and Microsoft [6].