How can I install a Pull-Up Bar on a brick wall?
The issue is that a pull up bar has a live, moving load. If it was just shelves holding a static load there would a vast multitude of ways to mount it. 

Every time you do a pull up you'll end up stressing the anchors, the brick, and maybe even the mortar, since this is a person and not a vase that will get damaged when it fails, I'd look for a better solution.