The code for generating figure 11 is provided.

The file "RIE.py" performs the experiments, and the proposed RIEs are implemented in this file.
The code takes as input the dimension M. Prior of X is shifted Wigner with c=3, and matrices Y and W are taken to be Gaussian. To run it, use the following command:
 "python3 RIE.py -M "
The outputs are the MSE of the Oracle, X-RIE and sqrt(X^2)-RIE for estimating X. And, the Oracle and the RIE for X^2.

The outputs are processed in the notebook file to generate the plots.