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 formulas.
We just released a whitepaper that describes this feature in detail, available now for download. The whitepaper covers how the feature works and how it solves problems like the traditional many-to-many scenario. It also points out other interesting use cases such as using it for a date table, and how it solves dynamic security much easier than before.