I use a 6i5nuc with ubuntu and a standard stereo 3.5mm cable plugged into the front headphone jack without problems. My monitor has audio out from HDMI but the quality is poor. In the ubuntu audio settings you can control both hdmi and headphone outputs.
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fugounashi thank you for you input.
jpol, Intel does not test and validate Intel® NUC on Linux; however we know that a lot of NUC owners are using it successfully on many different Linux distros. Intel suggests you check your Linux distro's website and forums at Mageia forum • Index page for peer assistance with this issue.