Do the main claims made in the abstract and introduction accurately reflect the paper's Did you discuss any potential negative societal impacts of your work? If you ran experiments... (a) Did you include the code, data, and instructions needed to reproduce the main experimental results (either in the supplemental material or as a URL)? [Y es] Code is available Did you specify all the training details (e.g., data splits, hyperparameters, how they Did you report error bars (e.g., with respect to the random seed after running experiments multiple times)?

This paper considers doing quantile regression on censored data using neural networks (NNs). This adds to the survival analysis toolkit by allowing direct prediction of the target variable, along with a distribution-free characterisation of uncertainty, using a flexible function approximator. We begin by showing how an algorithm popular in linear models can be applied to NNs. However, the resulting procedure is inefficient, requiring sequential optimisation of an individual NN at each desired quantile. Our major contribution is a novel algorithm that simultaneously optimises a grid of quantiles output by a single NN. To offer theoretical insight into our algorithm, we show firstly that it can be interpreted as a form of expectation-maximisation, and secondly that it exhibits a desirable `self-correcting' property. Experimentally, the algorithm produces quantiles that are better calibrated than existing methods on 10 out of 12 real datasets.