Bidirectional cross-filtering is a new feature for SQL Server 2016 Analysis Services and Power BI Desktop that allows modelers to determine how they want filters to flow for data using relationships between tables. In SQL Server 2014, filter context of a table is based on the values in a related table. With bidirectional cross-filtering the filter context is propagated to a second related table on the other side of a table relationship. This can help you solve the many-to-many problem without writing complicated DAX formula’s.
We released a whitepaper that describes this feature in details that you can find it here. The whitepaper covers in details how the feature works and how it solves problems like the traditional many-to-many scenario but also points out other interesting use cases like using it for a date table and how it solves dynamic security much easier then before.