I don't think this functionality exists, but I would really like to see it added.
I'd recommend logging an Idea for this. A simple ctrl+click to select multiple categories and filter on both could be very useful.
Please add this feature. In our system since a document can belong to multiple high-level categories we have to make sure that each document has a corresponding tag for every category. For example, Design and UI to get UI design documents.
I would prefer not to ctrl+click but just select and unselect as you click on categories.