I have a suggestion that could help out. You can group members in a dimension so that instead of having 10,000 discrete values you have a much smaller number of values which are actually ranges of values.
There are 2 attribute properties that you use to set this up: DiscretizationBucketCount (i.e. how many) and DiscretizationMethod (Automatic, EqualAreas, Clusters).
You can find an example in AdventureWorks - take a look at the YearlyIncome attribute in the Customer dimension. It has values like 10000 - 30000, 40000 - 70000, 80000 - 90000, etc.