Brendan Martin
Brendan Martin

Hedrick Math Fellow

About Me

I am a Hedrick Math Fellow at UCLA. My research is in statistics and machine learning with applications to quantitative finance. I was a PhD student on the Statistics and Machine Learning (StatML) Center for Doctoral Training between Imperial College London and the University of Oxford. Prior to my PhD, I studied mathematical physics at the University of Edinburgh and the University of California, Berkeley. I also worked as an Applications Developer at Edinburgh Parallel Computing Centre.

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Interests
  • Statistics and Machine Learning
  • Time Series
  • Networks
  • Quantitative Finance
  • Spectral Methods
  • Factor Models
Education
  • PhD Statistics and Machine Learning

    Imperial College London and The University of Oxford

  • MPhys Mathematical Physics

    The University of Edinburgh

  • Year Abroad

    The University of California, Berkeley

Recent Publications
(2026). Spectral clustering of network time series via the sample covariance matrix.
(2026). The LIRA–Ising Model: Estimating the Boundaries of Irregularly Shaped X-Ray Sources. The Astrophysical Journal.
(2025). Factor-Driven Network Informed Restricted Vector Autoregression. ICAIF ’25.
(2024). NIRVAR: Network Informed Restricted Vector Autoregression.