If you have not read my previous post about connecting to remote Analysis Services, I think it's better if you can read it first.
So, now I will begin. Now I have logged in to my machine as local administrator and I have no permission to remote Analysis Services. I needed to programmatically create a connection with remote Analysis Services and I tried a lot using various ways.I tried passing both the username and password which has access to remote Analysis Services in connection string in my AdomdConnection. But it was again this same error as I previously had.
So from the code, I impersonated my self as the user which has access to Analysis Services and initialized the AdomdConnection. The connection successfully got created and I was able to retrieve database information successfully. And it's my happy day.