Wearable and mobile technology provides new opportunities to manage health conditions remotely and unobtrusively. For example, healthcare providers can repeatedly sample a person's condition to monitor progression of symptoms and intervene if necessary. There is usually a utility-tolerability trade-off between collecting information at sufficient frequencies and quantities to be useful, and over-burdening the user or the underlying technology, particularly when active input is required from the user. Selecting the next sampling time adaptively using previous responses, so that people are only sampled at high frequency when necessary, can help to manage this trade-off. We present a novel approach to adaptive sampling using clustered continuous-time hidden Markov models. The model predicts, at any given sampling time, the probability of moving to an 'alert' state, and the next sample time is scheduled when this probability has exceeded a given threshold. The clusters, each representing a distinct sub-model, allow heterogeneity in states and state transitions. The work is illustrated using longitudinal mental-health symptom data in 49 people collected using ClinTouch, a mobile app designed to monitor people with a diagnosis of schizophrenia. Using these data, we show how the adaptive sampling scheme behaves under different model parameters and risk thresholds, and how the average sampling can be substantially reduced whilst maintaining a high sampling frequency during high-risk periods.