Eugene Polonichko shows how to use Extended Events with SQL Server Analysis Services:
Cubes require frequent monitoring since their productivity decreases quite often (slowdowns during query building, processing time increment). To find out the reason of decrease, we need to monitor our system. For this, we use SQL Server Profiler. However, Microsoft is planning to exclude this SQL tracing tool in subsequent versions. The main disadvantage of the tool is resource intensity, and it should be run on a production server carefully, since it may cause a critical system productivity loss.
Thus, Extended Events is a general event-handling system for server systems. This system supports the correlation of data from SQL Server which allows getting SQL Server state events.
If you’re already familiar with relational engine XEs, this isn’t much of a stretch.