While the influence of the fantasies of Lord Dunsany on Lovecraft's Dream Cycle is often mentioned, Robert M. Price argues that a more direct model for The Dream-Quest is provided by the six Mars ("Barsoom") novels of Edgar Rice Burroughs that had been published by 1927.
An H. P. Lovecraft Encyclopedia cites Nathaniel Hawthorne's The Marble Faun and "The Great Stone Face" as influences [REF].