You can use basic or anonymous authentication, but it requires you to configure SSAS for HTTP access, along with providing a windows user for the customer. For anon authentication, windows uses IUSR_GUEST by default or an application pool identity.

Here is how to configure HTTP on IIS 7.0:

http://technet.microsoft.com/en-us/library/gg492140.aspx

Here is everything you ever wanted to know about BI Authentication across all levels of the of the Microsoft BI Continuum:

http://msdn.microsoft.com/en-us/library/dn186184.aspx

Unless you REALLY MUST do any of this, I would go with Koen's suggestion of using traditional SSAS Role grants attached to windows groups.