The problem is specific to Surface Pro 4 after the Windows 10 Anniversary Edition upgrade. This projector works fine with another laptop running the same OS; only time I see this issue is with my Surface Pro 4. The WiFi Virtual Display Adapter driver is broken in this grand 'upgrade'.
No fix has been issued by our friends at MS as yet.
Here's how you get to the diagnosis:
Open a View Network Connections window on a side on your surface.
Now, try connecting to the wireless display the normal way (Settings->Display->Connect to Wireless Display...), while keeping an eye on the network connections window.
You'll see another WiFi connection icon flash out there for about half a second before vanishing.
If you're quick enough, right-click on this WiFi icon and see the properties. You won't find anything untowardly there; however, if you look at the Events area, you'll see a Device Not Migrated error message.
If I have it right, this is indicative of the driver breaking on the upgrade. MS needs to fix this for Marvel AVASTAR network adapter.