Mediterranean cyclones are extreme meteorological events of which much less is known compared to their tropical, oceanic counterparts. The raising interest in such phenomena is due to their impact on a region increasingly more affected by climate change, but a precise characterization remains a non trivial task. In this work we showcase how a Bayesian algorithm (Latent Dirichlet Allocation) can classify Mediterranean cyclones relying on wind velocity data, leading to a drastic dimensional reduction that allows the use of supervised statistical learning techniques for detecting and tracking new cyclones.