The deep neural network (DNN)–hidden Markov model (HMM) does not require the HMM–Gaussian mixture model...

In traditional hybridDNN-HMMspeech recognition systems, the DNN is often trained usingframe-level alignmentsgenerated by anHMM-GMMsystem. The GMM serves as an auxiliary tool to perform initial alignments between audio frames and phonetic units, which are then used to train the DNN. Without the HMM-GMM step, supervised training of the DNN in this context is typically not possible.

Exact Extract from HCIP-AI EI Developer V2.5:

"In a DNN-HMM hybrid system, the DNN replaces the GMM in modeling emission probabilities, but GMMs are still used in the initial alignment process to prepare training data for the DNN."