I'm using stability selection (Meinshausen and Buhlmann 2010) for structure estimation on EEG data.
I have some confusion about the correct interpretation of "q" variable when computing expected number of falsely selected variables (E(v)). Which one of these does "average number of selected variables" corresponds to:
1. Average number of selected variables by L1-regularized method
2. Average number of stable variables (after thresholding with desired pi)
Thanks!