Edit in JSFiddle

<fieldset id="sample_f" data-role="controlgroup" data-type="horizontal">
    <legend>二度押しで選択解除できるラジオボタン</legend>
    <input type="radio" id="r1" value="radio1" name="sample_r"/><label for="r1">radio1</label>
    <input type="radio" id="r2" value="radio2" name="sample_r"/><label for="r2">radio2</label>
    <input type="radio" id="r3" value="radio3" name="sample_r"/><label for="r3">radio3</label>
</fieldset>
<button>確かめてみる</button>

$(document).on("click","input:radio:checked + label",function(event){
    var $radio = $("#" + $(this).attr("for"));
    $radio.prop("checked", false).checkboxradio("refresh");
    event.preventDefault();
    event.stopPropagation();
});
$("button").on("click",function(event){
    alert($("input:radio:checked").val());
});