Microsoft spent a good number of development cycles in the last half of 2014 delivering tools to help customers connect various on-premises operations to the Azure Cloud. Various improvements were made and some tools were deprecated in lieu of combined and enhanced offerings. One of those, the Azure AD Sync Service that released in October, delivered a full sync between on-premises Active Directory with Azure Active Directory, ensuring a mirrored infrastructure.
Microsoft has now made available a new Cloud-connected client that seeks to connect on-premises SQL Server Analysis Services instances to Power BI Analysis Services. Release in Preview (read: beta), you can download and install the client, allowing it configure the connection to SQL Server Analysis Services in your corporate domain with a connections to Power BI.
Once installed, Power BI users can author interactive reports and dashboards that directly query your on-premises Analysis Services instance based on their role membership on that instance.
The new client is available here: Microsoft Power BI Analysis Services Connector (Preview)