The individual named in the article was a shramana of some type but more likely to have been a Jain than a Buddhist IMO. Customs such as going about naked and ritual suicide are more established amongst Jains (though not completely unknown amongst Buddhists.) The area around Baruch is a stronghold of Jainism to this day.
Very rarely jain monks would fast unto death (sallekhana), but not set themselves on fire, as that would be considered a form of violence. And ahimsa (non-violence) is absolutely fundamental to Jainism. Sallekhana would be somewhat akin to maha-samadhi in Hinduism (where the person leaves their body after attaining samadhi). The Śramana (श्रमण) tradition is more common in Jains but can also be in Buddhists.
For people that didn't make the connection, the inscription says "Zarmanochegas, of Barygaza" which is the greek name for Baruch. (an ancient port city in Western India)
