This post provides invaluable information about the use of Bayesian method in big data analysis. I did not realize before that the LapLacesDemon package has provides such a powerful and versatile environment for Bayesian inference.
Right now the package works at fairly low level. The user needs to specify the likelihood function and take care of various kinds of details. A wrapper package that provides a simplified interface and reasonable default options will be an excellent addition and probably will help attracting a much wider use base.