How to have static data members in a header-only library?

What is the best way to have a static member in a non-templated library class, without placing the burden of defining the member on the class user?

Say I want to provide this class:

class i_want_a_static_member
{
    static expensive_resource static_resource_;

public:
    void foo()
    {
        static_resource_.bar();
    }
};

Then the user of the class must not forget to define the static member somewhere (as already answered many times):

// this must be done somewhere in a translation unit
expensive_resource i_want_a_static_member::static_resource_;

I do have an answer below, but it has some disadvantages. Are there better and/or more elegant solutions?