EventHub: How to set up the offset when using EventProcessorHost ?

I'm using the EventProcessorHost for receiving messages.

I want to initialize the EventProcessorHost and start receiving the last messages.  

I didn't find a method to set up an offset. So now I have to receive all messages in EventHub to position on the last messages.

Seems I can use REST API to modify the BLOB storage, which holds the offsets for all groups / partitions. 

Is there a .NET method to set up the offsets?

Leonid Ganeline [BizTalk MVP]