I have installed ubuntu 15.10 and ran the solution proposed by Simone, see
below, and that worked! It is indeed a strange workaround, but it works. I
hope it'll work properly when ubuntu 16.04 arrives.

Since I don't have any Output Card listed in Audo Settings, executing
> alsa_setup.sh (from http://www.stchman.com/alsa_update.html) it create
> permanently a new "Dummy Output", obviously not working.
>
> Then running these commands audio from speakers is working until shutdown:
> sudo modprobe snd-hda-intel
> sudo alsa force-reload  <--for 3 times but waiting 10-15 seconds between
> one and the other
>

2015-12-25 16:07 GMT+01:00 dino99 <email address hidden>:

> More comment:
>
> Pulseaudio strictly now needs:
> - 'hda' bios setting (not ac97)
> - jacks correctly plugged as expected: aka, strict same colors
>
> then check the sound config/settings (via pavucontrol/paprefs)
>
> --
> You received this bug notification because you are subscribed to the bug
> report.
> https://bugs.launchpad.net/bugs/1525554
>
> Title:
>   [HP ProBook 470 G3, Intel Skylake HDMI, Digital Out, HDMI] No sound at
>   all
>
> Status in alsa-driver package in Ubuntu:
>   Incomplete
>
> Bug description:
>   No sound on brand new HP ProBook 470 G3 after installing Ubuntu 14.04
>   on headphones or internal speakers.
>
>   Connecting a USB headphone and microphone both work, though.
>
>   ProblemType: Bug
>   DistroRelease: Ubuntu 14.04
>   Package: alsa-base 1.0.25+dfsg-0ubuntu4
>   ProcVersionSignature: Ubuntu 3.19.0-39.44~14.04.1-generic 3.19.8-ckt9
>   Uname: Linux 3.19.0-39-generic x86_64
>   ApportVersion: 2.14.1-0ubuntu3.19
>   Architecture: amd64
>   AudioDevicesInUse:
>    USER        PID ACCESS COMMAND
>    /dev/snd/controlC0:  ronald     2199 F.... pulseaudio
>                         ronald     2513 F.... alsamixer
>   CurrentDesktop: Unity
>   Date: Sat Dec 12 19:36:01 2015
>   EcryptfsInUse: Yes
>   InstallationDate: Installed on 2015-12-07 (5 days ago)
>   InstallationMedia: Ubuntu 14.04.3 LTS "Trusty Tahr" - Beta amd64
> (20150805)
>   PackageArchitecture: all
>   SourcePackage: alsa-driver
>   Symptom: audio
>   Symptom_AlsaPlaybackTest: ALSA playback test through plughw:PCH failed
>   Symptom_Card: Built-in Audio - HDA Intel PCH
>   Symptom_DevicesInUse:
>    Error: command ['pkexec', 'fuser', '-v', '/dev/snd/by-path',
> '/dev/snd/hwC0D2', '/dev/snd/pcmC0D7p', '/dev/snd/pcmC0D3p',
> '/dev/snd/controlC0', '/dev/snd/seq', '/dev/snd/timer'] failed with exit
> code 127: Error executing command as another user: Not authorized
>
>    This incident has been reported.
>   Symptom_Jack: Digital Out, HDMI
>   Symptom_Type: No sound at all
>   Title: [HP ProBook 470 G3, Intel Skylake HDMI, Digital Out, HDMI] No
> sound at all
>   UpgradeStatus: No upgrade log present (probably fresh install)
>   dmi.bios.date: 09/30/2015
>   dmi.bios.vendor: HP
>   dmi.bios.version: N78 Ver. 01.02
>   dmi.board.name: 8102
>   dmi.board.vendor: HP
>   dmi.board.version: KBC Version 16.1F
>   dmi.chassis.asset.tag: 5CD54286XY
>   dmi.chassis.type: 10
>   dmi.chassis.vendor: HP
>   dmi.modalias:
> dmi:bvnHP:bvrN78Ver.01.02:bd09/30/2015:svnHP:pnHPProBook470G3:pvr:rvnHP:rn8102:rvrKBCVersion16.1F:cvnHP:ct10:cvr:
>   dmi.product.name: HP ProBook 470 G3
>   dmi.sys.vendor: HP
>
> To manage notifications about this bug go to:
>
> https://bugs.launchpad.net/ubuntu/+source/alsa-driver/+bug/1525554/+subscriptions
>