Sorry, Tableau doesn't directly support connectivity to this data source.
If there's an ODBC driver that can be used to connect to a Pentaho cube, you could try that..but I suspect there is no such animal
Perhaps you can use Excel to export the information in Pentaho to a local cube (*.cub) file and then connect Tableau to the .cub?
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Mondrian is basically an OLAP API frontend for relation databases. You can connect directly to the underlying database to execute the same queries as mondrian. Also, you can use mondrian's preaggregated tables as well if there are any