15 W \$\times\$ 5 s = 75 J. If you want to store that in a capacitor you'll need a capacitance of
\$ C = \dfrac{2 \times 75 J}{(10 V)^2} = 1.5 F \$
There are supercaps with even higher capacitances, but types which can supply a 1.5 A current are between expensive and Damn Expensive™.
A battery will be a better choice. For instance a LiPo followed by a boost converter, to have a nicely regulated 10 V, even at varying battery voltage. Use another boost converter to charge the battery between load bursts; I would shut-down the charger while you're transmitting.
If the 3.3 V can supply 100 mA that's 330 mW. Suppose the two boost converters have an efficiency of 85 % then to get the required 75 J output you'll need 105 J input. At 330 mW that will take 315 seconds, that's 5 minutes and 15 seconds. So you can transmit a 5 second burst once every 5 minutes and 20 seconds. If you need a higher frequency you'll have to find another power source.
edit
I almost forgot: the battery has a less than 100 % efficiency too. You can't get every joule you put into it out again. So in practice the charging time will have to be longer than the 5 minutes.
I would use two LiPo cells in series. Then you'll have 7.4 V nominal, 8.4 V fully charged. That's relevant, because the closer the voltage to the 10 V the less current will be required from the battery. If you draw 1.5 A at 10 V a 3.7 V cell would have to supply 4.8 A if we take again the 85 % for the booster. Two cells in series will only have to supply 2.4 A.
edit 2
Dave's ultracap seems to be a good alternative, but he should mention that the 3.3 V to 2.5 V regulator also has to be a switching regulator, unless you're satisfied with a 75 % efficiency there. If we use eBay as a price reference you can buy a set of two 240 mAh LiPo's for 4.5 dollar, free shipping. That means they only will be discharged for 1 % during the 5 s burst. So while 14 dollar for the cap isn't bad, and definitely something to remember, the LiPo's are only a third of that.
It's also worth noting that stepping down from 3.3 V to 2.5 V and then up to 10 V is less efficient than up from 3.3 V to 7.4 V, and then to 10 V. That's because a switcher's efficiency is related to both the in-out voltage difference and their ratio.