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In this paper we describe an alternative to standard nonnegative matrix factorization (NMF) for nonnegative dictionary learning, i.e., the task of learning a dictionary with nonnegative values from nonnegative data, under the assumption of nonnegative expansion coefficients. A popular cost function used for NMF is the Kullback-Leibler divergence, which underlies a Poisson observation model. NMF can thus be considered as maximization of the joint likelihood of the dictionary and the expansion coefficients. This approach lacks optimality because the number of parameters (which include the expansion coefficients) grows with the number of observations. In this paper we describe variational Bayes and Monte-Carlo EM algorithms for optimization of the marginal likelihood, i.e., the likelihood of the dictionary where the expansion coefficients have been integrated out (given a Gamma prior). We compare the output of …