Rim gets burning hot on one of the rear tyres?

One of the rear tyre alloy rim in my Honda Civic (03) gets very hot and smells of burning after 15-20 minutes of drive. It has happened only twice. When it happens, the car starts to vibrate and the rear wheel becomes very noisy. After stopping the car, there is a smell of some thing burning and the alloy rim is very hot. Doesn't happen every time. Is it something wrong with bearings or is it the disc brake caliper?