Written by Ambrose Bierce in the 1870s and thus predating the stories of Robert W Chambers, these stories have nothing in them that connects them with the mythos of The King in Yellow except their use of the names Carcosa (for a ruined city), Hastur (for a benign pagan god), Hali (for a prophet) and Haita (for a shepherd), all of which are names that appear in either Chambers' or Talbot Estus' work.
It is assumed by literary critics that Chambers borrowed the names from Bierce.