In this paper, our focus will be on weakly annotated data (WAD) which is typically generated by a (semi) automated information extraction system from the Web documents. The extracted information has a certain level of accuracy which can be surpassed by using statistical models that are capable of contextual reasoning such as Bayesian models. Our contribution is an EM algorithm that operates on simple Bayesian models to re-annotate WAD. EM estimates the parameters, i.e., the prior and conditional probabilities by iterating Bayesian model on the given Web data. In the expectation step, Bayesian classifier is trained from current annotations, and in the maximization step, the roles of all the labels are re-annotated to find the best fitting annotation with the current model then the probabilities are re-adjusted from the new annotations. Our experiments show that EM increases the Web data annotation accuracies up to 8%. We use Baum-Welch methodology in our EM approach.