Non-Crossing Deep Quantile Regression for Distributional Survival Prediction

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Article Summary

In survival analysis the way covariates act on the risk of an event often differs between early and late failure times, yet hazard- and mean-based summaries collapse this variation into a single number. Quantile-based modeling instead describes the full conditional distribution on the original time scale, but existing censored-data methods are either inflexible or produce logically inconsistent crossing quantile curves. We propose a Censored Non-crossing Quantile (CNQ) framework for right-censored data that jointly estimates several conditional survival quantiles and guarantees valid ordering by construction, with flexibility supplied by Kolmogorov-Arnold and Transformer backbones, and we establish a finite-sample excess-risk bound holding jointly across all fitted quantile levels. Across 27 simulation settings and six cohorts the framework attains lower pinball loss than quantile-, hazard- and tree-based competitors whenever the conditional distribution is asymmetric, with interval coverage closer to nominal on all six. In two clinical case studies (METABRIC, breast cancer; FLCHAIN, population mortality) it recovers covariate effects that vary across the survival distribution and would be hidden by a single hazard ratio, and yields coherent individualized quantile milestones. Code: https://github.com/BIG-S2/deepcnq

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