We investigated nonequilibrium phase transitions for driven atomic ensembles interacting with a cavity mode and coupled to a Markovian dissipative bath. In the thermodynamic limit and at low frequencies, we showed that the distribution function of the photonic mode was thermal, with an effective temperature set by the atom-photon interaction strength. That behavior characterized the static and dynamic critical exponents of the associated superradiance transition. Motivated by those considerations, we developed a general Keldysh path-integral approach that allowed us to study physically relevant nonlinearities beyond the idealized Dicke model. Through use of standard diagrammatic techniques, we took into account the leading-order corrections due to the finite number N of atoms. For finite N, the photon mode behaved as a damped classical nonlinear oscillator at finite temperature. For the atoms, we proposed a Dicke action that could be solved for any N and correctly captured the atoms’ depolarization due to dissipative dephasing.