When the number of data generating sensors increases and the amount of sensing data grows to a scale that traditional methods cannot handle, big data methods are needed for sensing applications. However, big data is a fuzzy data science concept and there is no existing research architecture for it nor a generic application structure in the field of sensing. In this survey, we explore many scattered results that have been achieved by combining big data techniques with sensing and present our vision of big data in sensing. Firstly, we outline the application categories to generally summarize existing research achievements. Then we discuss the techniques proposed in these studies to demonstrate challenges and opportunities in this field. Finally, we present research trends and list some directions of big data in future sensing. Overall, mobile sensing and its related studies are hot topics, but other large-scale sensing researches are flourishing too. Although there are no "big data" techniques acting as research platforms or infrastructures to support various applications, multiple data science technologies, such as data mining, crowd sensing, and cloud computing, serve as foundations and bases of big data in the world of sensing.