I suspect that it may well be similar to a sauna effect whereby you see an immediate weight loss - but the biggest part of that is water as it is sweated out of you which is regained the moment that you eat or drink something...
I know that 20 minutes in a sauna gives a slight calorie burn increase from standard rest - but the figures that I have seen do not compare in any way to the 3,500 calories burn needed to lose a pound of actual fat.
I personally think that someone would get a better calorie burn if they tied weights to their wrists and ankles for working out if they wanted to speed things up. Then at least they would know that it was because they were building up their muscles. If you build up your muscles and exercise regularly you burn more calories as you exercise and more calories at rest afterwards.