ADOMD.Position Error Object is no longer valid

We have a .NET application that uses ADOMD to query a MS analysis OLAP
cube. In a typical query, we get data for about 3 dimensions (800 x 15
x 2 entities) and then iterate over the resulting cell set to extract
information. Occasionally, we see "Object is no longer valid"
exceptions being thrown. The object (whose access usually throws this
error) is of the type "ADOMD.Position". Sometimes the error appears
while executing Cell.Get_Item(). We have a mechanism to retry the query
if these exceptions are thrown in a (vain) hope that on the retry the
whole thing will go off successfully.

This works sometimes, but not always, so this isn't satisfactory. Does
anyone have any idea why this would be happening? Is this something to
do with garbage collection?
Or is it because ADOMD is an unmanaged component? Are there any
workarounds/fixes? I would be grateful to know.

Thanks
Vipul