Recent years have seen a surge of interest in Statistical Relational Learning (SRL) models that combine logic with probabilities. One prominent and highly expressive SRL model is Markov Logic Networks (MLNs), but the expressivity comes at the cost of learning complexity. Most of the current methods for learning MLN structure follow a two-step approach where first they search through the space of possible clauses (i.e. structures) and then learn weights via gradient descent for these clauses. We present a functional-gradient boosting algorithm to learn both the weights (in closed form) and the structure of the MLN simultaneously. Moreover most of the learning approaches for SRL apply the closed-world assumption, i.e., whatever is not observed is assumed to be false in the world. We attempt to open this assumption.We extend our algorithm for MLN structure learning to handle missing data by using an EM-based approach and show this algorithm can also be used to learn Relational Dependency...