Unsubscribe anonymous method in C#

Is it possible to unsubscribe an anonymous method from an event?

If I subscribe to an event like this:

void MyMethod()
{
    Console.WriteLine("I did it!");
}

MyEvent += MyMethod;

I can un-subscribe like this:

MyEvent -= MyMethod;

But if I subscribe using an anonymous method:

MyEvent += delegate(){Console.WriteLine("I did it!");};

is it possible to unsubscribe this anonymous method? If so, how?