Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors

We study a class of Metropolis-Hastings algorithms for target measures that are absolutely continuous with respect to a large class of non-Gaussian prior measures on Banach spaces. The algorithm is shown to have a spectral gap in a Wasserstein-like semimetric weighted by a Lyapunov function. A number of error bounds are given for computationally tractable approximations of the algorithm including bounds on the closeness of Ces\áro averages and other pathwise quantities via perturbation theory. Several applications illustrate the breadth of problems to which the results apply such as various likelihood approximations and perturbations of prior measures.