Dionysus, also Dionysos or Bacchus [Roman], was a god in Greek myth. He was associated with wine, fertility, madness & religious ecstasy, death & disruption, and theatre. In some versions of his mythology, the infant Dionysus is raised by a group of nymphs, the Hyades.
For a discussion of the similarities between Dionysus and The King In Yellow, see How the King in Yellow is Dionysus.