1. A method for providing an estimate of a summary of a data set generated by an unknown distribution, comprising: selecting a subset of data points from the data set; applying a scoring rule to each data point of the subset of data points based on an a summary of a set of estimated relative locations and an assigned weight for each data point to provide a score for each data point; selectively retaining data points to track based on the score for each data point; and determining an estimate of the summary of the data set based on the retained data points.