Let $F$ be any finite field, and let $R$ be the localization of the polynomial ring $F[x_n:n\in\mathbb{N}]$ at the maximal ideal $\langle x_n:n\in\mathbb{N}\rangle$. $R$ is local, with unique maximal ideal $M=\langle x_n/1:n\in\mathbb{N}\rangle$, and $R\big/M\cong F$ is finite. But $$0<\langle x_1/1\rangle<\langle x_1/1,x_2/1\rangle<\dots$$ is an infinite strictly ascending chain of prime ideals of $R$, so that $\dim R=\infty$.
As an aside, I am not sure about your claim that the paper you cite constructs an "infinite-dimensional discrete valuation ring". By definition, a discrete valuation ring has Krull dimension $1$, at least for the usual definitions of "discrete valuation ring" and "Krull dimension"; see for example characterization 5 here. Are the authors of the paper you cite using different definitions?