The pathogen of the ongoing coronavirus disease 2019 (COVID-19) pandemic is a newly discovered virus called severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2). Testing individuals for SARS-CoV-2 plays a critical role in containing COVID-19. For saving medical personnel and consumables, many countries are implementing group testing against SARS-CoV-2. However, existing group testing methods have the following limitations: (1) The group size is determined without theoretical analysis, and hence is usually not optimal. This adversely impacts the screening efficiency. (2) These methods neglect the fact that mixing samples together usually leads to substantial dilution of the SARS-CoV-2 virus, which seriously impacts the sensitivity of tests. In this paper, we aim to screen individuals infected with COVID-19 with as few tests as possible, under the premise that the sensitivity of tests is high enough. We propose an eXpectation Maximization based Adaptive Group Testing (XMAGT) method. The basic idea is to adaptively adjust its testing strategy between a group testing strategy and an individual testing strategy such that the expected number of samples identified by a single test is larger. During the screening process, the XMAGT method can estimate the ratio of positive samples. With this ratio, the XMAGT method can determine a group size under which the group testing strategy can achieve a maximal expected number of negative samples and the sensitivity of tests is higher than a user-specified threshold. Experimental results show that the XMAGT method outperforms existing methods in terms of both efficiency and sensitivity.