Evaluation is crucial in Information Retrieval. The development of models, tools and methods has significantly benefited from the availability of reusable test collections formed through a standardized and thoroughly tested methodology, known as the Cranfield paradigm. Constructing these collections requires obtaining relevance judgments for a pool of documents, retrieved by systems participating in an evaluation task; thus involves immense human labor. To alleviate this effort different methods for constructing collections have been proposed in the literature, falling under two broad categories: (a) sampling, and (b) active selection of documents. The former devises a smart sampling strategy by choosing only a subset of documents to be assessed and inferring evaluation measure on the basis of the obtained sample; the sampling distribution is being fixed at the beginning of the process. The latter recognizes that systems contributing documents to be judged vary in quality, and actively selects documents from good systems. The quality of systems is measured every time a new document is being judged. In this paper we seek to solve the problem of large-scale retrieval evaluation combining the two approaches. We devise an active sampling method that avoids the bias of the active selection methods towards good systems, and at the same time reduces the variance of the current sampling approaches by placing a distribution over systems, which varies as judgments become available. We validate the proposed method using TREC data and demonstrate the advantages of this new method compared to past approaches.