Thanks for suggestions, everyone.
EmmanuelFaure, this is a very useful article. I've seen other papers by Ciofi, he has been working in this area for years, but haven't come across this one. He says that supercapacitors are better than aluminum or tantalum ones. I guess its not a completely crazy idea.
The leakage current is a concern for accuracy, but not for short-term stability, since any changes in the equilibrium voltage will be filtered out. Another potential problem is change in the capacitance value with temperature. Here, I am not actually sure what will happen, if the capacitance of a charged capacitor changes, one cannot conserve simultaneously the stored charge and the stored energy. So it will be interesting to measure the voltage after a sudden temperature change.
Kalvin, capacitance multiplier is a cool trick that I haven't come across. I wonder to what extend the imperfections of the capacitor and amplifier will also be multiplied. It seems one can't get something for nothing.