Fuyu no Hi

Both are collection of stories from japanese folklore. While Fuy no Hi is made more artistic (different styles of animation for each part), Yonimo Osoroshii Nihon Mukashibanashi is made more as a horror/dementia. 

Collection of short stories with same central theme. Multiple various artsts contributed to this anthology and each segment has unique animation style, including lot of experimental animation techniques. Both are more pieces of art than an anime. 

Collections of various short animation with different artstyles and animation styles. Check it out if you're interested in experimental anime. 

Both are collections of short stories made by various artists each with different animation. While Tokyo Loop shorts have no connection, Fuyu no Hi shorts are based on renga by japanese poet of 17th century. 

Since Winter Days (a.k.a. Fuyu no Hi) anime movie is made by many talented Japanese and foreign animators, it has a very interesting and unique mix of different types of animation. Thus, the whole movie is made up of many different short animated scenes which some of them have the similar feeling to The Sensualist art (the traditional Japanese Ukiyo-e style). Also, the story of Fuyu no Hi is an adapted haikai (haiku) collection by Basho, while The Sensualist is an adaptation of Edo period novel. Both animes have on some level similar poetical atmosphere and comic relief that you may be looking for :)