  Active, non-parametric peak detection is considered. As a use case, active
source localization is examined and an uncertainty-based sampling scheme
algorithm to effectively localize the peak from a few energy measurements is
designed. It is shown that under very mild conditions, the source localization
error with $m$ actively chosen energy measurements scales as $O(\log^2 m/m)$.
Numerically, it is shown that in low-sample regimes, the proposed method enjoys
superior performance on several types of data and outperforms the
state-of-the-art passive source localization approaches and in the low sample
regime, can outperform greedy methods as well.
